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ThemeShaper has an excellent 11 part tutorial on making your own WordPress theme. They take you through the ins and outs of making a theme and leave only design up to you. Though I don't use WordPress for my sites, it's still an awesome article series for anyone wanting to customize their own WordPress blog.

http://themeshaper.com/wordpress-themes-templates-tutorial/

NetTuts+ has a great article on getting Apache/PHP/MySQL setup on a windows machine for testing. Written by Dan Wellman... "Running a local development web server is one of the best ways of learning AJAX; reading up on it is one thing, but being able to pass the raw data back and forth between a browser and a server is really the only way to truly understand what is happening at a fundamental level. To create the dynamic and interactive apps and sites that we've come to know and love, you need a development server." read it.