LinuxDevCenter has made a 4-page walkthrougn and review of the Debian GNU/Linux installation.
Plenty of screens, plenty of text and lots of positive words about Debian starts here.
The experience of installing Debian can vary widely depending on your hardware and requirements. There simply isn't room here to provide a comprehensive installation guide. Instead, you'll find an outline of the major points of the installation process, and plenty of information about where to go and what to do when things don't work as expected.
While Debian has a great reputation for day-to-day use, it has a poor (and not entirely unmerited) reputation for ease of installation. However, with the Debian 3.1 release, code-named Sarge, the developers have taken major steps to improve the installation experience, so don't be afraid.