But it's still the easiest solution, if you're going to wast^Wspend time compiling PHP yourself you're going to have to install all of the dependent libraries and their -dev packages (headers, static linker files, etc) so that PHP can compile against them and then you're going to have to enable any that are off by default in the configure script. Most of the time configure scripts will enable anything they can find so if you have the stuff in place you should be fine, but I've never compiled PHP so it might be different.
And what do you mean by "Includes tend to be out of date"? If you're compiling everything it's your responsibility to update them, if you're talking about binary packages in some distro like Ubuntu that's a feature, really it is. Generally when a distro releases a 'stable' release they never push new versions of software into it, they only update the released versions with security fixes to minimize any breakage caused by the new version.