I use Xampp on my win system. Pretty good, have had no problems, but then again it's different from user to user depending what you are running OS wise and what you plan on running for your site. You can check it out
here and the site is in english and dutch I beleive it is.
The distribution for Windows 98, NT, 2000 and XP. This version contains: Apache, MySQL, PHP + PEAR, Perl, mod_php, mod_perl, mod_ssl, OpenSSL, phpMyAdmin, Webalizer, Mercury Mail Transport System for Win32 and NetWare Systems v3.32, JpGraph, FileZilla FTP Server, mcrypt, Turck MMCache, SQLite, and WEB-DAV + mod_auth_mysql.
The distribution for Linux systems (tested for SuSE, RedHat, Mandrake and Debian) contains: Apache, MySQL, PHP & PEAR, Perl, ProFTPD, phpMyAdmin, OpenSSL, GD, Freetype2, libjpeg, libpng, gdbm, zlib, expat, Sablotron, libxml, Ming, Webalizer, pdf class, ncurses, mod_perl, FreeTDS, gettext, mcrypt, mhash, Turck MMCache, SQLite and IMAP C-Client.
The distribution for Solaris (developed and tested with Solaris 8, tested with Solaris 9) contains: Apache, MySQL, PHP & PEAR, Perl, ProFTPD, phpMyAdmin, OpenSSL, Freetype2, libjpeg, libpng, zlib, expat, Ming, Webalizer, pdf class.