After much searching, reading out of date articles for old versions of OS X, and even trying my own installation of PHP from source (disaster), I eventually found this site run by Marc Liyanage and in no time at all I had PHP, MySQL etc running fine.
Now I can develop my sites from home without disturbing the live version until I've finished ! He seems to keep it very up to date - current version of PHP is 4.1.1 and he offers source code or binaries.
[Editor's note: Marc's site has been mentioned here before, and it's linked on the links page, but it's worth a mention directly as a hint. If you're trying to get mySQL, PHP, and other UNIX tools installed on your Mac, Marc's done some great work! His mySQL package allowed me to get mySQL installed and running on an iBook in about five minutes!]
Mac OS X Hints