PHP remains the most widespread and popular server-side programming language on the web. It is installed by most web hosts, has a simple learning curve, close ties with the MySQL database, and an excellent collection of libraries to cut your development time. PHP may not be perfect, but it should certainly be considered for your next web application. Both Yahoo and Facebook use it with great success.
Why Install PHP Locally?
Installing PHP on your development PC allows you to safely create and test a web application without affecting the data or systems on your live website. This article describes PHP installation as a module within the Windows version of Apache 2.2. Mac and Linux users will probably have it installed already.
There are some excellent all-in-one Windows distributions that contain Apache, PHP, MySQL and other applications in a single installation file, e.g. XAMPP (including a Mac version), WampServer and Web.Developer. There is nothing wrong with using these packages, although manually installing Apache and PHP will help you learn more about the system and its configuration options.
The PHP Installer
Although an installer is available from php.net, I would recommend the manual installation if you already have a web server configured and running.