The problem with PHP is that it is server side. You can't just write a little script and open it in FireFox. I found this nice little installer, called EasyPHP, that will install the Apache web server, PHP, MySQL, and phpMyAdmin for easy database management. It installs everything with a few clicks. If you every tried to install this stuff seperately, you know it's not that easy. Also, this gives you quick access to start and stop the servers, and show the config files.
Another nice thing about the phpMyAdmin installation is, you can backup your current site from the phpMyAdmin on your server. Then you can import it into your EasyPHP phpMyAdmin. You can then do any updating, upgrading, or modding without worrying about messing anything up. Once you get everything the way you want it, you can then export from you EasyPHP and import to your server.
Plus, if your internet connection ever goes out, you don't have to stop coding in PHP. It's a localhost server, so there is no internet connection required. I tend to use this for things that need root/admin access, but aren't really that important, just things I want to play around with.
It's open source and free!
http://sourceforge.net/projects/quickeasyphp
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