I just created my first Symfony2 project. But the \"/web/app_dev.php\" part in the URL annoys me. It should be possible to do this without Virtual hosts...
If you use an apache virtual host, you can get it working the way you desire. Here is an example virtual host from my xampp:
ServerName myurl.local
# Basic stuff
DocumentRoot "C:/path/to/symfony/web"
DirectoryIndex app.php
AllowOverride All
Allow from All
After restarting your apache, you can access the project through http://myurl.local (don't forget to configure your hosts file under C:\Windows\system32\drivers\etc\hosts!). If you want to have the dev environment (app_dev.php) not showing up in the url, change the DirectoryIndex to app_dev.php.