Do you intend to write an ASP/ASP.NET scripts? You'll need IIS if that's the case. If not, you could go for Apache. I've found IIS easy to set-up, but then again I also found Apache to be equally easy despite being entirely text-config based. I've also had eight years experience of each :\

You could, as an alternative, use something like PHP Triad or Sokkit that does the installation and configuration for you - leaving you to run your own web site/development site on your own PC.

The question is: Do you want to get your hands dirty or not?

Regards,

Martyn