Yes, if what you want to do things with MySQL, PHP, or Perl on the server side, and you are running Windows, using XAMPP looks like the right way to go.
I don't think there is much benefit in starting with spending time installing Apache HTTPD, MySQL, and PHP or Perl. It's better to have those up and running as quickly as possible, which is what you should get with XAMPP.
Alex
Blog:
XForms Everywhere
Orbeon Forms - Web 2.0 Forms for the Enterprise