My approach verges on the insane; I use apache on my desktop, have a shell window open to the folder containing the script under development; I then have two virtual hosts on the production server, one for testing, and one for live -- test in the test virtual server, before going live.

With this approach, you get rid of most of the bugs before it leaves your development machine, testing on the test virtual server will check machine specifics (like module versions, file paths, etc.) without damaging the production system, which, if all goes to plan, is the next to get the script, which you can quickly do a sanity check on.

As you can see, I go for the paranoid approach :o)

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RatArsed