I played around with the Win32 version
of Apache for a while, using it with Cold Fusion. It seemed to work OK. I found it quite easy to set up --
you can just grab the binaries, and I just noticed
there's now a
Microsoft installer package,
which makes it even easier -- and easy to configure,
too.
I don't remember actually trying to use any CGI scripts, but I haven't heard anything about it not working
on Win32.
Just to be sure, though, I just installed it and am happy to
verify that CGI scripts do work fine under Win98, and the error log is readable while the server is running. :)