To really be able to develop for WordPress or another CMS it’s best to have a local web server. This will save you time in FTPing and editing remote files on your final server. I used to use WAMP server, although very good, it had some limitations. I found I was switching between my desktop and laptop, making things unnecessarily complicated. Than I discovered XAMPP Lite, which I installed on a USB stick, and it works great. Another simple option is Instant WordPress, I haven`t played around to much, but I think you are much more limited.