Wireless indoor localization has attracted significant research interest due to its high accuracy, low cost, lightweight design, and low power consumption. Specifically, ultra-wideband (UWB) time difference of arrival (TDOA)-based localization has emerged as a scalable positioning solution for mobile robots, consumer electronics, and wearable devices, featuring good accuracy and reliability. While UWB TDOA-based localization systems rely on the deployment of UWB radio sensors as positioning landmarks, existing works often assume these placements are predetermined or study the sensor placement problem alone without evaluating it in practical scenarios. In this article, we bridge this gap by approaching the UWB TDOA localization from a system-level perspective, integrating sensor placement as a key component and conducting practical evaluation in real-world scenarios. Through extensive real-world experiments, we demonstrate the accuracy and robustness of our localization system, comparing its performance to the theoretical lower bounds. Using a challenging multi-room environment as a case study, we illustrate the full system construction process, from sensor placement optimization to real-world deployment. Our evaluation, comprising a cumulative total of 39 minutes of real-world experiments involving up to five agents and covering 2608 meters across four distinct scenarios, provides valuable insights and guidelines for constructing UWB TDOA localization systems.