I keep a cheep, old computer just for the purpose of loading and
trying out Linux distros. What I have found is that you need to make
your hd partitions and write them down. During the install process it
is common for installer to ask if you want their suggested install
setup or do you want to do an "expert" setup. Choose expert. This
allows you to manually select from a partition list the specific
partition you wish to in tall to.

I have had really bad experiences with the boot loader Lilo. If I
find a distro that won't use Grub, I abort the install. Grub tends to
be fairly friendly and easy to work with once you find out that they
use a hd naming convention that is one lower than the convention Linux
uses. Sometimes installers write the Linux hd numbers to the grub
files. If this happens, use a live disk. Go to /boot/grub and edit the
files as root.

As to the Debian/Ubuntu issue. There may be some small differences
based on the version of Debian you choose. If you install a testing
version, sooner than later the differences will be rolled into the
stable version. Installing KDE vs Gnome will produce a larger
differences in user experience than installing Debian/Ubuntu.

You are correct about installing Windows on the first bootable hd
and installing it first. Linux distros intall just about anywhere and
in any order. They will overwrite the MBR to allow you to see all the
installed OSs and choose which one you wish to boot.