I just had the privilege (trauma?) of setting up my new machine and had to install everything from the scratch. I will save the rest of my experiences, for another post, but for now I thought of sharing, what I had to install to work with the latest stuff for Web Development in ASP.NET. These are pretty quick to install and helps you build cutting edge websites.
1. Install Visual Studio 2008 (you can get a trial version from http://msdn.microsoft.com/hi-in/vstudio/products/aa700831.aspx)
or the free Visual Web Developer Expression Edition from http://www.microsoft.com/express/vwd
2. Install .NET 3.5 SP1 and Visual Studio 2008 SP1 from http://www.microsoft.com/downloads/details.aspx?FamilyId=FBEE1648-7106-44A7-9649-6D9F6D58056E&displaylang=en
3. If you installed Visual Studio 2008 and would like to work with ASP.NET 2.0 Applications and use ASP.NET AJAX 1.0 version (multi-targeting in Visual Studio 2008), install the ASP.NET 2.0 AJAX Templates for Visual Studio 2008 http://www.microsoft.com/downloads/details.aspx?FamilyID=5c7df430-1c34-40d2-b6ec-81353b5fcf2e&displaylang=en
4. Install ASP.NET MVC Beta from http://www.microsoft.com/downloads/details.aspx?FamilyId=A24D1E00-CD35-4F66-BAA0-2362BDDE0766&displaylang=en
5. Install Charting controls for Visual Studio from here and here
6. Install the Windows Live Tools for Visual Studio 2008 http://dev.live.com/tools
7. Install the Silverlight essentials from http://silverlight.net/GetStarted
8. Install the Ajax Control Toolkit from http://www.codeplex.com/AjaxControlToolkit/Release/ProjectReleases.aspx?ReleaseId=16488
9. Last but not the least, visit http://www.asp.net/learn for learning resources
Note that steps 3-7 are optional though recommended. The Silverlight installation contains steps to install Silverlight runtime, Silverlight Tools for Visual Studio (the MediaPlayer control for playing videos)
Hope this saves you from running to different locations.
Cheers !!!