I've found it very beneficial to have a local Linux box running as a server for testing and what not. Not everyone needs or wants a full server, however there are plenty of quick install servers for Windows /Mac.
I thought I'd mention a few here for anyone who wasn't aware there was such a beast, or is interested in trying it out. Please feel free to add to my tiny little list.
Windows:
http://www.wampserver.com/en/
http://www.easyphp.org/
http://sourceforge.net/projects/yawamp/
Mac:
http://www.apple.com/downloads/macos...urce/mamp.html
http://www.mamp.info/en/index.php
http://www.living-e.de/en/products/T...d/download.php
Cheers!