What we'll be doing is making our own server, but dont worry, its not one of the big ones.
To start off, make a new folder for your server.
I'll call mine "MyServer", but you can call yours whatever you want.

To get bukkit, go here, and download the latest development build.



Then save it to your folder and name it "bukkit.jar".

From the bukkit wiki:

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Open a text editor such as Notepad and type:

java -Xmx1024M -jar bukkit.jarPAUSE

Save the document as run.bat (not as a .txt) in the same directory as bukkit.jar.
Note:
With some programs such as Notepad, it may try saving as run.bat.txt.
When saving to a file name, put the name in quotes: "run.bat"
Double click run.bat and you're away!
To shut down, issue the "stop" command in console.

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Your folder should now look like this:

Open the eula.txt and change "eula=false" to "eula=true".
If there's something you want to configure about your server, check in the "server.properties".

To connect to your server, just enter the following information as a server:



Then, from console, type "op (your player name here)" and press enter.

For any plugins you want, just download them and put them into your plugins folder.
Some plugins (including mine) will be in a zip file.
To unzip it, just right click it, click extract all, and copy the jar file into your plugins folder.

After the plugin is in the plugins folder, stop the server (type "stop" in console), and restart it again.