We describe a UHV setup for grazing incidence fast atom diffraction (GIFAD) experiments. The overall geometry is simply a source of keV atoms facing an imaging detector. Therefore, it is very similar to the geometry of reflection high energy electron diffraction experiments used to monitor growth at surfaces. Several custom instrumental developments are described making GIFAD operation efficient and straightforward. The difficulties associated with accurately measuring the small scattering angle and the related calibration are carefully analyzed.