Debian help

[James Poss]

Hello all,
I'm trying to install the latest release of Debian linux om my system.
I'm just wondering what people's thought's are on which is easier for
installing, be it from the official cd images, from the internet, or
from a local hard disk.
Also, I need some instructions on how to get the installer working.
I've worked with linux itself for a while, but never preformed my own
install.
Mostly have logged in to my shell provider and saw how things were set
up.
I understand you need to hold down the left shift key and give some
arguments to the loader if you run the install from the cd, but other
than that, I'm pretty much lost.
Thanks in advance for all your help.

Jim