I have used Perl Builder before to try different CGIs on a Windows box without having personal web server installed. It has a nice HTML form to enter you CGI variables into the script. Then it shows you the output through your code. It does require ActiveState's ActivePerl to be installed. It kinda has the feel of Front Page.
But all you really need is telnet, Linux box(running Apache with mod_perl), and everyones favorite editor pico!!