All you need to do is download the WAR file, drop it in your servlet engine and view the app in your browser. How could they make it any easier? As of version 1.8.1, the WAR file is self-executable and starts an embedded servlet engine when you do this:
java -jar hudson.war
The embedded container only adds 320KB to the download, and you can still deploy to the servlet engine of your choice. More info here
I've neglected to mention Tom's Java News Brief (JNB) article when it came out last December. But I've heard from at least one user of Hudson who's very happy with it. "This blows CruiseControl away," was very close to the word he used.
I just now downloaded and deployed hudson.war in my Tomcat 5 container. And I have to say that this is way better than CruiseControl, at least the CruiseControl that I tried several years ago.