With Drush you can greatly reduce the amount of time needed to setup and upgrade your Drupal installations - even if you're not a command line expert. If you haven't used Drush yet, you've probably at least heard of it.
This walkthrough will list the steps to get Drush setup on Windows. I'm using WAMP for my localhost. If you're using something else some of your paths might be different, but the setup process is the same.