From Kevin Devin’s In the Trenches podcast, I heard about a WAMP (Windows, Apache, MySQL, PHP/Perl) server package called Uniform Server. I’ve spend a couple days playing with it and confirmed this is really cool.
Basically you get an assembled package in a Zip file. Just extract the Zip into a location of your choice and run start.bat to start it up. The main control panel is through a web interface where you can start/stop MySQL server and control it through phpMyAdmin. You’ll have a full system running literally moments after download.
Right now I’m using it to run MovableType 3.2 beta on my desktop. Rather than messing up anything on my server, this makes a great testbed.