Installing Oracle Express Edition on Gentoo Linux was both easy and hard. It's the usual case of synthesising bits and peices off the web: the system tweaking you have to do pre-install is well documented here; then you need a portage overlay, as documented here, and then you can use the ebuild from this thread to install it.
Once it's up and running getting emacs to talk to it is a peice of cake. You need to customise the oracle-sql program to point to the installed sqlplus binary, and you need to source oracle_env.sh from the config directory..then launch emacs and connect.
It took some work, but it's *much* better than using a bare sql plus instance and notepad in Windows. I can develop my SQL in a similar style to my Lisp, sending fragments to a running instance via C-c C-r, which is the absolute minimum I am coming to expect of any language.