My combination of choice for quick CGI development is the Xitami webserver (available free) and Proton, a small, german text editor with syntax highlighting for many languages and key combinations for about everything I would want.

Xitami has its ups and downs, for example it has no modules, that means, no mod_perl development there. But on the other side, I've never had problems with moving my stuff from Xitami to Apache. The advantages of Xitami are the easy configuration (web interface) and the easy setup (just copy some files) - a definitive plus, since that allows me to keep an individual copy of Xitami for each project.