Windows users of MySQL may find something missing when they first download MySQL 5.6.6. The .MSI package of MySQL for Windows has been eliminated in favor of the MySQL Installer for Windows. You can still download MySQL in .ZIP format (as well as a source code .ZIP for the GPL-licensed Community edition), but the quickest way to get running MySQL on Windows is the MySQL Installer. You can download the version of MySQL Installer that includes MySQL 5.6.6 on dev.mysql.com.
The MySQL Installer has a number of improvements over the old .MSI installer and configuration wizard. Running the 5.6.6 installer on my machine, it detected that ports 3306 and 3307 were already used by other MySQL installations, and suggested port 3308 for the new installation. It also recognized conflicts with existing Windows service names, and suggests variants that don’t conflict (e.g., suggesting “MySQL56” when “MySQL” is already taken, and “MySQL56_1” when both are taken). It smartly helps you set an appropriately-strong password for the root account, as well as the option to add new user accounts during initial configuration. Additionally, you can install (or update) tools that Windows users will find helpful, including MySQL Workbench and the new MySQL Notifier and MySQL for Excel products, as well as various connectors and documentation – all from one interface.
The new installer is roughly the same size as MySQL Server .ZIP downloads (about 200MB). The package includes MySQL Server, and downloads other products on-demand. It will also help you check for and install recent updates to any of your installed products. I ran into a few rough edges while testing (the Windows service created could not be started, and a datadir was created in two different locations), but on whole, it’s a vast improvement over the previous .MSI packages, and there are continuous improvements being made by the great engineering team here at Oracle.