The biggest challenge is getting the gateway and the router or firewall in your phone system network to work correctly. For your first 3CX install, I'd recommend using a simple firewall to make your initial experience less tricky. We will be using a simple but hardy Linksys WRT54G as our device in the demonstration.
The Linksys WRT54G is very simple to set up and has a simple built-in DHCP server that will be handy for assigning phones and other devices' IP addresses. Set up the Linksys just like you would for a normal network.
The Linksys WAP54G is a very simple router that is great for getting started with 3CX. Amazingly, more robust firewalls will be more complex to get going with 3CX.