Can't agree more. Looking for software to do this right now. Pretty please with sugar on top??

actually having a development environment is easy on a pc using wamp.
http://www.wampserver.com/en/
It comes with mysql, phpmyadmin, web server, php and all the other neat stuff. You can add Apache modules and do lots of custom configurations as well. It is a one click install.

Some people like xamp, but I find that wamp is much easier.

I have 20 web sites in my wamp server right now that I am working on. Some are for testing, some are for working out issues before pushing the changes up to the server.
To add a web site to the wamp server, just make a new folder
C:\wamp\www\mywebsite1
C:\wamp\www\mywebsite2
C:\wamp\www\mywebsite3
and so on...

Starting the wamp server adds a task bar icon.. click it and go to localhost which will list your site folders, click a folder and there is your web site.
You can work right from that folder or work in a documents file and paste the changes to the wamp\www\website folder.

To get to the phpmyadmin, click the task bar icon and got to phpmyadmin..
To get to the web sites folders, click the icon and goto the www directory.
Same with getting to the Apache modules, php.ini and other parts of the server.
You can even add email functions if needed.

I have been using wamp for years. If anyone needs some assistance, just ask.