Ubuntu is great but for some simple testing is can be quite heavy. If you have been thinking about trying ColdFusion 9 on Linux I might recommend Debian. I like the Debian net install because it's a minimal install of a basic system. The download is ~150meg and installs lean and quickly.
I used VMware EXSi on an old spare PC but Virtualbox, VMware server or Parallels will also work if you don't have a spare machine. Create a new Virtual machine and allocate 512mb ram. For testing and trying the new features this will be totally fine to run the slim Operating system and ColdFusion 9 even mySQL. When you start configuring your virtual machine make sure the network is set to "Bridged" so its connected directly to the physical network so it gets a real IP address from your DHCP server or router.
After the install there are a few commands and updates I usually run:
#Update the apt repository's
#insall some additions to VI ( simple text editor ) that make is more
#usable on Debian
apt-get install vim-nox
#install a ssh server so we can connect over putty and over sftp with ColdFusion #builder
apt-get install ssh
#you may wish to install apache even if you don't its impressive how easy it is
apt-get install apache2
Run ifconfig ( if not ip as in windows ) to find the ipaddress ( presuming you selected dhcp )
At this point I drop out of a direct console session and continue the install with putty.
Download the linux .bin file ( 64 or 32 bit depending on the edition of debian you choose )
Use scp to move the file across. As my main machine is currently running Windows 7 I use CoreFTP which has scp support. You can just drop the .bin file to the root home directory.
Start up putty and ssh to the ip of the VM and log in.
The rest of the install I made a short screen capture pausing out the delays.
Once ColdFusion is installed and started you can test it out. In this short screencast I complete the install and log into the ColdFusion admin and setup a connection over SFTP in ColdFusion Builder create a test file and make sure CF9 is working.
This is a simple testing environment so I paid no attention to security and simply logged in as root. This is a simple demonstration how in less then half an hour you can have a slim OS running ColdFusion 9 in linux and edit your files from ColdFusion Builder. This example also uses the inbuilt ColdFusion webserver rather then connecting to apache which is also an option as part of the CF9 install.
Added an entry on installing mySQL here: