http://railsinstaller.org/ makes it really easy on Windows, though you might find that some of the gems don't work properly.

Another option would be to use something like Vagrant, which gives you a VirtualBox server that's mapped to your local filesystem. So you use the editors you're used to but you have a fairly solid server running the code. If you search around for "vagrant rails" you'll find several pre-built images, along with a RailsCast that explains how it all fits together.