I'm relatively new to Django, and maybe to servers in general, but setting up Django is a chore. Or at least figuring out how to set it up is. There is no installer. You have to have a pretty good understanding of how your HTTP server (IIS, Apache, whatever) works before you're going to be able to get anywhere. Then you'll have to know how to set up quite a few ancillary applications (e.g. Python, WSGI, FastCGI, Flup, MySQL, PostgreSQL). The details of which other applications you want to set up depend entirely on the evironment you're building - so that means it is a little different every time - and that means it is pretty hard to write one single "walkthrough" for how you should do it.
What I want to do here is detail my setup, and along the way make some suggestions about what seems to make things easier. So here goes:
Suggestion: Use Ubuntu (Most recent stable version, always.)
I say this because that apt system really makes installations a breeze. I fumbled for a while to try and setup WSGI (a module for Apache) to work on my Windows machine, to no avail. In Ubuntu it is so easy: