XAMPP also includes some nice tools that make it easy to manage:
http://www.apachefriends.org/en/xampp-windows.html
Includes:
* Apache 2.2.12 (IPv6 enabled) + OpenSSL 0.9.8k
* MySQL 5.1.37 + PBXT engine
* PHP 5.3.0
* phpMyAdmin 3.2.0.1
* Webalizer 2.21-02 + GeoIP lite
* FileZilla FTP Server 0.9.32
* msmtp 1.4.17