None of the different querying methods are deprecated, but as of version 2.2.1-beta, Sphinx QL is the most advanced method.
We plan to remove Sphinx API and Sphinx SE someday so it would be a good idea to start using Sphinx QL.
Third party API ports and plugins exist for Perl, C#, Haskell, Ruby-on-Rails, and possibly other languages and frameworks.
Starting from version 1.10-beta, Sphinx supports two different indexing backends: "disk" index backend, and "realtime" (RT) index backend.
If you keep getting any other error, or the suggestions above do not seem to help you, please don't hesitate to contact me. Installing Sphinx is much easier from Sphinxsearch PPA repository, because you will get all dependencies and can also update Sphinx to the latest version with the same command.
Installing Sphinx on a Windows server is often easier than installing on a Linux environment; unless you are preparing code patches, you can use the pre-compiled binary files from the Downloads area on the website.
Sphinx can be compiled either from source or installed using prebuilt packages.
Most modern UNIX systems with a C compiler should be able to compile and run Sphinx without any modifications.
Official native Sphinx API implementations for PHP, Perl, Python, Ruby and Java are included within the distribution package.
API is very lightweight so porting it to a new language is known to take a few hours or days.
Built-in sources can fetch data directly from My SQL, Postgre SQL, MSSQL, ODBC compliant database (Oracle, etc) or a pipe in TSV or a custom XML format. to natively support other DBMSes) is designed to be as easy as possible.