It depends on what server you have. If you have linux you should go with PHP, JSP or CGI. If you have windows, since it has IIS included by all means go with ASP or ASP.NET, Visual Studio makes it very easy to create web applications. You can also easily install PHP to work with IIS, on the other hand JSP requires Apache and integration with IIS is messy and unefficient. I recommend either PHP or ASP.NET, don't bother with ColdFusion/CGI because they're either not free, or they're less intuitive (don't know about python)
To me it sounds like you're just getting started with web development, it's important to know the difference between client and server scripts, what you use them for and what alternatives you have for each. Programs like Dreamweaver are great for building static webpages and offer some help in server-side scripting as well, but you really have to know the language. You also shouldn't restrict yourself to Macromedia Programs, all you really need is notepad. Of course some editors will make your life easier, but don't let that determine which language you'll use. There's good editors for most languages.