First, download and install Eclipse. Actually, there’s not much of an installation. You just need to extract the huge zip file.
Use the Eclipse Update Manger to install PyDev, as instructed on the download page.
To complete the setup, read the instructions in the FAQ for How to get started with PyDev? That’s an important step that I overlooked.
If you want to use an interactive console, follow the instructions: How to configure a python shell.
Improve your efficiency even further by checking out and modifying the keyboard shortcuts.
Okay, so the information was basically in one place. I didn’t realize it at the time. Anyway, hopefully this helps someone to set up PyDev in Eclipse without being overwhelmed by the amount of information.