At least some things are nice and uncomplicated! Installing Doctrine is simple:
sudo pear channel-discover pear.doctrine-project.org sudo pear channel-discover pear.symfony.com sudo pear install -a pear.doctrine-project.org/DoctrineORM-2.2.2 sudo pear install pear.doctrine-project.org/DoctrineSymfonyConsole sudo pear install pear.doctrine-project.org/DoctrineSymfonyYaml
And if all went to plan you should have the command line interface (CLI)
Lastly just copy the Doctrine and vendor folders into you php library on the include path.