Just download and put into your ~/.fonts dir and run fc-cache -vf
If you're using urxvt add something like this to your ~/.Xresources or ~/.Xdefaults:
URxvt*font: xft:Monaco for Powerline:regular:size=8 URxvt*imFont: xft:Monaco for Powerline:regular:size=8 URxvt*boldFont: xft:Monaco for Powerline:bold:size=8 URxvt*italicFont: xft:Monaco for Powerline:italic:size=8 URxvt*boldItalicFont: xft:Monaco for Powerline:bold:italic:size=8
Make sure to run xrdb -merge ~/.Xresources
afterwards and close all urxvt terminals.
Unless there is something wrong with Konsole, Yakuake, and Gvim, there is something wrong with the character 'f'.
It causes something like a ligature (for example, typing 'fi', makes it look exactly like the picture in http://en.wikipedia.org/wiki/Typographic_ligature).
It is the only problem I've encountered.