As usual with Android, getting started on a process usually involves a few hiccups. Here is a complete list of the steps it took for me to get started with deploying apps directly to my Android phone from my Windows development box.
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Install the Android SDK.
Add the Android SDK’s Platform Tools directory to your path (so that you can run the adb tool).
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Click Start
Right click on Computer, select Properties from the menu
Click Advanced System Settings on the left
Click Environmental Variables
Double-click on PATH in the User Variables list, append a semicolon and the Android SDK Platform Tools folder (e.g. “;C:\Program Files (x86)\Android\android-sdk\platform-tools”)
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If you have a Google device (e.g. Nexus One), install the Google ADB driver.
If you have a non-Google device (e.g. LG Optimus V), search for “[your device brand and product name] adb driver”, which should turn up the necessary driver. Using the example of the LG Optimus V (VM670 aka LG LGP500), the LG Mobile Support Tool must be installed (be prepared for a uniquely awful user interface).
Incidentally, I had some trouble getting my PC to recognize the Android over USB initially. It took a few minutes for me to realize that the power adapter for my USB hub had come unplugged.