Do you find yourself needing more control and flexibility than you normally get from a shared hosting plan? Look into getting a Virtual Private Server (VPS). These are a sort of middle ground between cheaper shared hosting and more expensive dedicated servers.

In essence, a VPS is a virtual web server. One physical server can host multiple numbers of these, which makes them cheaper. They're also isolated from each other via the virtualization technology - so that other virtual servers will not affect your VPS, and vice versa. This makes them great for developers - you "have root" on your own little dedicated server - and can configure it however you want, and install whatever you want on it!