EDIT: Being edited, for easier apt-get dependencies and ensuring gnutls.

Some notes on installing Emacs on various systems:

GNU/Linux

On GNU/Linux, well you might use your distro’s package manager, or, here’s an example of commands you might use on Ubuntu:

git clone git://git.savannah.gnu.org/emacs.git
cd emacs
./autogen.sh
./configure
make
sudo make install

Typically when executing autogen and configure, I get some some build errors on a brand new instance of Ubuntu about missing tools. The following set may help troubleshoot:

# sudo apt-get install \
#      autoconf make gcc \
#      texinfo libtinfo libxaw7-dev \
#      libjpeg-dev libgif-dev libtiff5-dev \
#      libxml2-dev
# working on easier list, rough draft
sudo apt-get install build-deps emacs24 # number required
./configure --with-x-toolkit=no --with-gnutls

OS X

There is http://emacsforosx.com, but I use Homebrew to install Emacs. Homebrew itself is an easy install. (brew install emacs --with-gnutls.)

You could also build from the git version, or there is also Macports, which is similar to Homebrew.

Windows

Can find a build for Windows at https://ftp.gnu.org/gnu/emacs/windows/. (Tricky to recall that URL, but it’s only a few clicks from the main site: https://www.gnu.org/software/emacs/.)

Another approach is Cygwin, if you want to go there. ;)