What’s Step 0, you ask?
Why, create build scripts for the project!
So, why are build scripts the first thing that a developer should do? Because it allows you to not have to explain or remember what you did to set your environment up. The script will explain it. If you set out to write you scripts that will start with a clean slate, download all the required projects, then build the projects and put the output in the right places, you have a great script to do the daily builds. Plus, you can just tell someone else to run the script to get the correct development environment.
Believe me, scripts would have made my day a whole lot better.