Note that one option most people ignore when evaluating these
things is to run it on your local computer. If you are using MS-
Windows or Mac OSX, there are ways of running a GNU/Linux
distro on the same computer, at the same time. With MS-Windows
it's $-free to do this - head to the www.vmware.com site and download
the 'VMWare Server' product. With Mac OSX I don't think it's
bundled $-free, but the 'Parallels' product works similarly (but
does assume you're on an Intel box, I'd guess).
I echo Graham's recommendation of Ubuntu (or Kubuntu - which
is the same underlying software, just a different desktop environment,
KDE, that I happen to prefer). Very easy to install, very easy to
use and maintain, very pretty, and of course very stable.
In any case, you can install a GNU/Linux distribution, such as Ubuntu,
within a virtual machine on your computer, and it'll look just like a
new physical computer on your home network. This lets you play with
admin-required stuff - such as installing CMS's to evaluate, and use
your local copy of Internet Explorer, Safari, Firefox (etc) to talk
to the virtual CMS computer.
Virtualisation (running multiple real, full operating systems on one
computer at the same time) is big business at the moment, and all
the usual suspects are gearing up for a fight. This is why there's
now $-free versions of what was, up until a few years ago, stupidly
expensive and very high-end software - such as VMware server:
http://www.vmware.com/download/server/
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