Debian CDs/DVDs used to (I haven't done it in the last 1.5 years anymore) allow to start the setup and continue it via SSH after a certain point. How can I do the same in Ubuntu? I didn't find the option among the boot menu options.
You need to make use of the alternate installer
Boot from the alternate CD. When you are presented with the installer main menu, Press F6 to see the "other options" menu. At the top of the list should be
When you get to the Expert menu, you can skip to the "Detect and Mount CD ROM" stage. You can set the keyboard if you like, but I won't cover that ;)
Once this stage has finished (The default values are often fine if you're prompted for them) Go to Load "installer components from CD", then select "network-console: Continue installation remotely using SSH". Unless you need anything else, continue onwards.
Then wait for the relevant modules to load before selecting "configure installation remotely"
You may have to enter network settings but it's pretty straightforward.
Then you'll need to enter a password for the SSH connection. Again, pretty simple stuff.
Once you've done this you should return to the main menu and you can SSH in from another machine.
If you need any more information, this is a useful resource.