My suggestion to install Debian sarge is to grab the progeny anaconda iso's:
http://platform.progeny.com/anaconda/
They have ported the Red Hat installer to Debian. It is still alpha software, but it works if you are careful to follow the instructions in the errata that point out limitations.
Other easy options are to use a Morphix or Knoppix live CD to get going, but then you have many things that are not official Debian. Of course, you can apt-get whatever you want afterwards.
I recently tried the second beta of the debian-installer for Sarge and it is still very difficult to use and has lots of bugs.
If you want to stick with everything officially Debian, I'd suggest installing Woody and upgrading afterwards. One of the above methods will be a lot faster though.