Hey guys, I'm hoping other people will find this helpful. Today I went through the process of adding CKEditor to one of my projects, and then integrating KCFinder as the image uploader. It will be used in a CActiveForm, without the use of any crazy weird widgets. All paths are relative, using Yii functions, so this will work no matter where you install. Here it is:
To start with you need to download the latest stable release of CKeditor.
Extract the downloaded file and place the ckeditor/ folder in your applications webroot directory. (beside "protected" and "css" and other directories)