I generally install Apache + PHP + MySQL by-hand, not using any package like those you’re talking about.
It’s a bit more work, yes; but knowing how to install and configure your environment is great — and useful.
The first time, you’ll need maybe half a day or a day to configure those. But, at least, you’ll know how to do so.
And the next times, things will be far more easy, and you’ll need less time.
Else, you might want to take a look at Zend Server — which is another package that bundles Apache + PHP + MySQL.
Or, as an alternative, don’t use Windows.
If your production servers are running Linux, why not run Linux on your development machine?
And if you don’t want to (or cannot) install Linux on your computer, use a Virtual Machine.