For quick prototyping of Drupal sites, i recommend the DAMP stack from Acquia, which includes Drupal, Apache, MySQL and PHP in a quickly deployable package.
As an addition, it alco comes with CCK and Views, so you don't have to download those anymore.
Using the DAMP package can solve some of the speed-problems usually accociated with generic *AMP installations, however, Do Note, that Drupal on windows is known generally to be a bit slower due to the design of windows and the implementation of the *AMP stack on Windows (XAMPP is a large offender.)
If DAMP is still running slow, there are some tweaks for your windows machine that can mak a big difference