As said @enzotib,
gdebi is nice, it even allows simple inspection of pre/post install script if your are a paranoid like me.
But don't forget the shell way, little padawan.
In a shell, "simply":
dpkg -i file.deb
If all dependencies are present, it will install. Else you will see an ugly and long error message but this is not the end of the world:
# dpkg -i somepackage.deb
dpkg: error processing somepackage (--install):
dependency problems - leaving unconfigured
Errors were encountered while processing:
Now, either install the missing dependencies or revert:
# apt-get install -f
The following extra packages will be installed:
Do you want to continue [Y/n]?