DevStack: Easy OpenStack Setup
Well a group of Rackspace hackers have made it a lot easier to get over that initial hump with "DevStack" - a shell script to build complete OpenStack environments on Ubuntu 11.10.
Image from DevStack.org
There is an abundance of scripts and simplified guides to walk you through basic tasks like running OpenStack in a VM.
I highly recommend that you check out their FAQ before anything because you'll learn that it's not a tool to be used in production deployments. Rather, it's for getting your feet wet with OpenStack, which seems like an investment that will pay off because so many companies are now supporting it like a standard.
The creators also mention that they decided to go with shell scripts instead of Puppet or Chef because they needed to use a more widely understood system.
Check out the GitHub page as well as devstack.org and see how building your own cloud feels.