Sass and Less allow you to be more programmatic about your CSS by introducing variable, conditional operators and basic if-for-each logic (Sass only for the latter, at the moment anyway.)
I had a few problems setting up Sass on my PC, but that was more to do with me rushing without reading. I’m sure no one else does that, right?
On the PC you might as well jump right ahead and get the compass.app. This GUI makes it easy to set up watch folders and new projects. Not that the simple commandline ruby is a problem, but the gui – with it’s history list – make life easier, for me anyway.
The only thing I don’t like about the app is the fact that you have to have a certain directory for the watch directories:
I’m not sure why you can’t specify the output directory name, eg, make it “css”.
Regarding Less, a very straightforward install of simpleLESS (wearekiss.com/simpless). Comes with a drag-and-drop operation for your watch folders.
Whether you go for Sass or Less would depend on whether you want the extra logical operations in Sass. Both are similar and both seem popular with developers, with Less having a slightly bigger user base at the moment.