If you can't get checksetup.pl to run to completion, it normally explains what's wrong and how to fix it. If you can't work it out, or if it's being uncommunicative, post the errors in the netscape.public.mozilla.webtools newsgroup.
If you have made it all the way through Section 2.1 (Installation) and Section 2.2 (Configuration) but accessing the Bugzilla URL doesn't work, the first thing to do is to check your webserver error log. For Apache, this is often located at /etc/logs/httpd/error_log. The error messages you see may be self-explanatory enough to enable you to diagnose and fix the problem. If not, see below for some commonly-encountered errors. If that doesn't help, post the errors to the newsgroup.
Bugzilla can also log all user-based errors (and many code-based errors) that occur, without polluting the web server error log. To enable Bugzilla error logging, create a file that Bugzilla can write to, named errorlog, in the Bugzilla data directory. Errors will be logged as they occur, and will include the type of the error, the IP address and username (if available) of the user who triggered the error, and the values of all environment variables; if a form was being submitted, the data in the form will also be included. To disable error logging, delete or rename the errorlog file.