Just remember, nothing is truly free. Pay a small fee, like at vervehosting.com, and you've got a decent environment. Otherwise, put up with some ads and popups. Your only other option is WP's suggestion, of course, and then you give up accessing your site over the internet. However, if you are simply wanting to test and learn, then creating your own server on your local box is an excellent idea, since it's completely free, ad-free, and you have 100% control over your server settings (which is essential if you truly want to learn all the ins and outs of PHP/MySQL/Apache).