I recently made the move from XAMPP to installing each part of the WAMP stack individually on my laptop. I did it to get tighter control over where each service was installed, and also to properly version my settings files. My httpd.conf file now just has one line at the end of it that includes my httpd-potatobook.conf file. This file defines my Virtual Hosts, loads 3rd-party modules, and is version control in Mercurial.
I’ve got the latest PHP installed as FastCGI instead of as an Apache module and pointed the default php.ini file to the same folder as httpd-potatobook.conf (also under version control). Finally, I’ve installed Adobe ColdFusion 9 Developer Edition. It was much easier to get up and running (the installer does EVERYTHING) with Apache than is Railo 3.2 now that Tomcat has replaced Caucho Resin as the application server. Tomcat is a beast.
Rather than use phpMyAdmin, I’m trying out Chive for MySQL administration. With the exception of zipped exports, it’s doing the job well. Maybe if the phpMyAdmin theme system was more backward compatible—or a really nice theme came out—I would switch back.