There are precompiled versions available for Windows, Linux (via apt-get/yum/etc) and Mac OS X. In addition to the precompiled versions, you can also install git via MacPorts. However, if you want the most recent version, or to install it in a non-standard location, compiling it from source is actually very easy (on Mac OS X at least).
You need to have Xcode installed, which provides a version of GCC. The most recent version can be obtained for free from the Apple Developer Connection. If you don’t have a fast internet connection or have some other reason not to download Xcode via Apple’s site, then you can always install Xcode from the Mac OS X DVD (from the folder labeled ‘Optional Installs’).
You can download the latest stable version of git from git’s website, in th