If you want to play with Amazon cloud computing stuff, I think using AWS Management Console web interface is the best, easiest, and most intuitive approach, based on my experience so far.

My usage with Amazon Web Services has been only with EC2 up to this point. Prior to AWS Management Console, I had to set up Java, EC2 API tools, various path and environmental variables, certificates, keys, etc., etc.. It is a fairly convoluted process.

AWS Management Console is much easier, except for downloading PuTTY and PuTTYgen on Windows and tsclient on Linux, and a private key pair, everything else is handled inside the browser. Here are a few things I learned:

• Once you are in, create a Key Pair. The web interface will prompt you to save it. Do so, because you will need it to start instances and, depending on what type of instances you start (Windows or Linux), you will need it for shell access (Linux) or for getting Windows administrator password for remote desktop access;
• If you are working with Windows machine running Linux EC2 instances, get PuTTY and PuTTYgen. Follow instructions here to generate key that can be used by PuTTY. It worked for me. I got my private key pair file on Linux first, and then moved to Windows. It even worked with the ^M characters inside the file.
• For security groups, I found the ones proposed by Amazon works fine. For instance, for a typical LAMP server, it proposes a webserver group where it opens up SSH port 22, MySQL port 3306, and HTTP port 80, which is normally what you want.

Good luck!