Recently, I took a short PHP-MySQL course at Meralco Foundation and it was tough. Really. I have no professional experience with software development whatsoever and this course gave me a jumpstart. I was really glad I got through with the course and even managed to learn something from it (lolz). The course covered the basics of PHP programming, setting up databases and creating useful programs. Too bad that we used Windows-Apache-MySQL-PHP combo, much to my disappointment. But nevertheless, it was the same banana. We were introduced to WAMP Server, an all-in-one package under Windows which provides Apache, PHP and MySQL in one installation. You can check out their website, http://www.wampserver.com, if you want to know more about WAMP.
I personally recommend WAMP to those who are heavy Windows user and want to learn PHP programming. Just install the program the traditonal Windows way (Click Next-Next-OK-Finish) and you are good to go. No fuss. On the other hand, I still recommend Linux-Apache-PHP-MySQL (LAMP) for advanced users. I do not have benchmark results for WAMP compared to LAMP on a live server but I believe that when it comes to performance, it all boils down to server configuration.
There are a lot of walkthroughs on the internet to guide you on setting up your own LAMP server. Like they always say, Google is your friend. I will also put up my personal guide in setting up a LAMP server to add up to those piles of guides on the net. As I am writing this, my imagination is running wild and I am beginning to see some newbie reading my post about LAMP (lolz).