The easiest way to get the latest version of Umbraco up and running is with Webmatrix.
All you have to do is follow the instructions in the installer and that's it, you are now running a local instance of Umbraco. Below you'll find some in-depth tutorials on the different ways to install Umbraco.
Goes through the steps to download either a stable release or a nightly version, unzipping, and getting it running on a local webserver.
Microsoft WebMatrix is a simple-to use-editor with an embedded webserver. An easy and fast way to get you up and running with Umbraco.
NuGet is the package manager for the Microsoft development platform, including .NET. The NuGet client tools provide the ability to produce and consume packages. NuGet allows you to install Umbraco without ever having to leave Visual Studio.
Umbraco does not run natively on Mac OS but it's really easy to get Windows up and running on your mac.