Installing Homebrew on Mac OS X

Just type the following command on a command line:
ruby -e "$(curl -fsSL"

The output should be similar to this:

==> This script will install:
==> The following directories will be made group writable:
==> The following directories will have their group set to admin:

Press ENTER to continue or any other key to abort
==> /usr/bin/sudo /bin/chmod g+rwx /usr/local/. /usr/local/bin /usr/local/include /usr/local/lib /usr/local/lib/pkgconfig /usr/local/share /usr/local/share/man /usr/local/share/man/man1 /usr/local/share/doc
==> /usr/bin/sudo /usr/bin/chgrp admin /usr/local/. /usr/local/bin /usr/local/include /usr/local/lib /usr/local/lib/pkgconfig /usr/local/share /usr/local/share/man /usr/local/share/man/man1 /usr/local/share/doc
==> Installing the Command Line Tools (expect a GUI popup):
==> /usr/bin/sudo /usr/bin/xcode-select --install
xcode-select: note: install requested for command line developer tools
Press any key when the installation has completed.
==> Downloading and installing Homebrew...
remote: Counting objects: 146629, done.
remote: Compressing objects: 100% (47859/47859), done.
remote: Total 146629 (delta 104092), reused 138927 (delta 97697)
Receiving objects: 100% (146629/146629), 21.85 MiB | 229.00 KiB/s, done.
Resolving deltas: 100% (104092/104092), done.
 * [new branch]      master     -> origin/master
Checking out files: 100% (3010/3010), done.
HEAD is now at 2855ed1 bear: add test.
==> Installation successful!
You should run `brew doctor' *before* you install anything.
Now type: brew help
Christians-MacBook-Pro:cookbooks cschramm$ brew help
Example usage:
  brew [info | home | options ] [FORMULA...]
  brew install FORMULA...
  brew uninstall FORMULA...
  brew search [foo]
  brew list [FORMULA...]
  brew update
  brew upgrade [FORMULA...]
  brew pin/unpin [FORMULA...]

  brew doctor
  brew install -vd FORMULA
  brew [--env | --config]

  brew create [URL [--no-fetch]]
  brew edit [FORMULA...]

Further help:
  man brew
  brew home

Now you should be able to install your stuff using brew, for example:
brew install wget

You can get more information here.