I generally use the Visual Studio Integration for EPiServer. Create a new EPiServer project and starts coding. When the skeleton is ready to go I move the database to a central server, update the connection strings, move the VPP folder to a shared server and update the paths in web.config to it. Then it's time to put the code in source control and a project is started.
When time comes for initial deployment to test / production I copy the database and VPP to the server and use Visual Studio's deploy mechanism to compile and copy the binaries + other files needed (before this, I naturally install the core episerver installation on the target server). Then it's just a little IIS configuration and things are working.
Future updates after that involves deploying from visual studio and export / import new/change pagetypes, etc.