The scale of noob to pro on wp deployment goes like this:
Noob: 1. Make it online on the live domain (hope nobody is going there yet! lol)
Make in a sub folder or sub domain then copy it over after approval (a plugin really does help here because it automates changing all the damn URLs and things that wordpress hardcodes, despite the advice you may get to do it manually)
Develop on your local machine, with a modified hosts file so that you can test on the real live domain name, then open a port on your router and let the client preview the site served directly from your computer, and when approved copy it over to the live site for instant predictable results (dont forget to import the database as well of course)
Pro: