In the past I tried to follow the Nomad+Consul set-up guides, but on my local machine rather than 3 separate machines, and I found it nearly impossible to get everything running. I ran into a dozen different errors and it seemed to be a lot more haphazard than the docs suggested. I really wanted to get into it, but that experience soured me on the idea that it would be a "simple" solution after all. (I'm willing to dig up and replicate my findings if you're interested)
I'm sorry to hear that! We definitely want to improve our cross-product bootstrapping situation.
Running "nomad agent -dev" and "consul agent -dev" on your local machine in 2 different terminals should work. Running more than one Nomad agent on the same machine is not recommended as you have to carefully configure ports and paths not to conflict.
There are some demo clusters available via Vagrant or Terraform, but we should really do a better job of going from the dev agent to a cluster: