Furthermore, Apache and PHP are included by default. So all of these technologies install easily on Mac OS X. It is important to remember Mac OS X runs atop UNIX. Personally, the choice to do it myself has proven invaluable.
But they forego the learning experience and, as most developers report, eventually break.
These packages help get you started quickly. I am aware of the several packages available, notably MAMP. This post serves as much for my own record as to outline how to install Apache, MySQL, and PHP for a local development environment on Mac OS X Mountain Lion Mavericks. Each version of Mac OS X having some minor difference. I have installed Apache, PHP, and MySQL on Mac OS X since Leopard.
MacOS Update: While these instructions still work, there are new posts for recent versions of macOS, the latest being Install Apache, PHP, and MySQL on macOS Mojave.