One:
The quick option is to create ANT build script which will automatically copy files to respective directories as and when they are edited. Eclipse can handle this for you effortlessly. Some sample ANT build script for XAMPP installation here:
<?xml version="1.0" encoding="UTF-8"?>
<project name="Test" default="copyall" basedir=".">
<property name="site3" value="d:/xampp/htdocs/j3/components/com_mycom" />
<property name="admin3" value="d:/xampp/htdocs/j3/administrator/components/com_mycom" />
<property name="sitelang3" value="d:/xampp/htdocs/j3/language/en-GB" />
<property name="adminlang3" value="d:/xampp/htdocs/j3/administrator/language/en-GB" />
<property name="media3" value="d:/xampp/htdocs/j3/media/com_mycom" />
<target name="copyall">
<copy todir="${site3}"><fileset dir="site"><include name="**"/></fileset></copy>
<copy todir="${admin3}" ><fileset dir="admin"><include name="**" /><exclude name="language/**"/></fileset></copy>
<copy todir="${sitelang3}"><fileset dir="site/language/en-GB"><include name="**"/></fileset></copy>
<copy todir="${adminlang3}"><fileset dir="admin/language/en-GB"><include name="**"/></fileset></copy>
<copy todir="${media3}"><fileset dir="site/media"><include name="**"/></fileset></copy>
</target>
</project>
Two:
The next quick option is use directory installer. It will avoid 3 clicks i.e. for zip and upload.