Team Foundation Build Server
Installing the 2013 SP 4 version of Team Foundation Build Server is very easy to do; the wizard will lead you through the steps and fire up a build server instance in under twenty minutes. Where things get interesting is once you want to actually do builds and get your dependencies installed.
The most obvious dependency will be the SDKs that you are using. Microsoft makes them available via a single page which is nice, because you probably will need more than one of the SDKs if you are using third party libraries.
The simplest way to find out which SDKs you need is to configure your solution for the build server and deploy it. You will get "The reference assemblies for framework".NetFramework,Version=vN.N" errors: these are versions of .NET that your project or libraries for your project reference.
From there you will need to identify any third party DLLs that you need. We created a project called "External Libraries" and we place the version we use within that project, under version control, and then reference those copies throughout the rest of the solution. Of course, this isn't necessary for NuGET supplied packages, but it is a nice way to keep your dependencies within the solution itself for non NuGET libraries.