While it is entirely fine to develop and theme sites without the use of the Devel module and related modules such as Theme developer, they are highly recommended as they save time and effort and will eventually seem indispensable. This recipe will outline the setup process and relevant features of the Devel module.
Devel module can be downloaded from
http://drupal.org/project/devel. Once downloaded, install and enable it via the module administration page.
From a themer's point of view, there are two primary features of importance which are provided by the Devel module. The first is the development block which can be enabled from the block administration page at