Getting started with KDE4 development is actually really easy (and seams to get easier every day).
I started with compiling kdepim on my own. There were only a few step necessary to do this.
1. I had to check out the source of KDE4 (I checked out all of it) using
svn co svn://anonsvn.kde.org/home/kde/trunk/KDE
2. I had to run cmake on the projects I needed (kdepimlibs and kdepim in my case) and have it generate a Kdevelop project and make files. I did this with
cmake -GKDevelop3 -i .
in the according directories. Things like creating a separate build directory like said in the official documentation seam not to be necessary.
3. I ran make in kdepimlibs and kdepim do create the binaries.
4. To started my own :-) kmail with
You can not start kdepim/kmail/kmail because you need to set some environment variables which is done by the script.
5. I opened the kdepim project in kdevelop (just worked)
6. To start kmail out of kdevelop (for debugging) I had to add the environment variables set by the shell script to the projects runtime options.
As a long term Eclipse and Netbeans user I miss a lot of their features in KDevelop. Refactoring to name just one. I gave the C++ features of Eclipse an Netbeans a try on the KDE4 source but it turns out that they seam not to be able to handle such a huge codebase.
I still think there is a way to get either Eclipse or Netbeans to work for KDE4 development but it surly needs more time that just a few hours.
So meanwhile I am happy with KDevelop and I will start with my first KDE4 development experiments in kmail.