Responding to earlier posts and based on my limited experience...
For anyone new to WP, there are two fundamental ways to go and this confused the hell out of me to start with - Self hosted or Wordpress.com hosted. See here
for the difference. Also here
for a different view. Essentially, if you just want to get a WP site up quick then go with wordpress.com (dead easy) but if you want more personal approach go with wordpress.org (easy once you have a domain ready to go).
If you want to give WP a try, then just sign up for free at wordpress.com and you'll have a blog set up in a very short time. My friend did their round the world trip on this, blogging as they went along and it was great (all free!).
For self hosting (wordpress.org) you'll need to either host on your own server or have a 3rd party service. If you go your own then you'll need to install mySQL and PHP. I had 3rd party hosting who already had mySQL and PHP also had an installation routine for WP so getting WP up and running on my hosted domain was very quick and could blog as soon as the install was complete. The WP part is free either way (at least it was for me).
Once running you can blog away with no extra effort. With self hosted you can tailor with different pre-made styles or create your own. Also there are many pluggins for extra functionality.