I setup Xdebug recently to profile a drupal page that was exceedly slow. I'm running ubuntu 10.10 with a typical lamp stack and did the following:
apt-get update
apt-get install php5-dev php-pear
pecl install xdebug
locate xdebug.so (should look something like this: /usr/lib/php5/20060613/xdebug.so)
Add the following line to php.ini (zend_extension="/usr/lib/php5/20060613/xdebug.so")
/etc/init.d/apache2 restart
Check your phpinfo to ensure xdebug has been sucessfully installed