Databases
In general, it will be easier to use SQLite as your database for development (and switch to MySQL or PostgreSQL when you deploy). SQLite is much easier to work with for development: there is no server to install or connect to.
If you're for some reason determined to use MySQL for development, you may find my MySQL instructions helpful.
In CSIL
You should find everything you need for Django development (with SQLite as your database) installed on the CSIL Linux computers. There should be no need to install other packages.
On Ubuntu
If you are working with Ubuntu, it's usually preferable to install the Ubuntu packages for the software you need (not manual installations, getting Git repository code, etc.). That way, the package manager will get all of the required libraries for you and everything will mostly just work. For Django, that probably means:
sudo apt-get install python-django python-sqlite
On Windows
The Instant Django package will likely get you everything you need. You could also have a look at the Django installation instructions from the Django site.
On MacOS
See Django installation instructions from the Django site. [Does anybody have any better OSX+Django instructions?]