I downloaded the drush from the drupal website at http://drupal.org/project/drush. I downloaded the 7.x-4.5 version - I was using mac os x and if you are also using mac os or any other flavour of linux - you should download the tar.gz file.
Drush works best on linux/mac os x - it works on windows as well but has its limitations, although things are improving but you will need to install additional software that allows you to use many drush functions. If you are interested to look at how to install drush on windows then have a look at drush.ws. I did install on my old windows pc as well, got most of it working.
Coming back to the topic, we are installing on mac os x - so here goes.
The accompanying readme.txt file is quite good in showing what is required, and it really is straight forward. Albeit there are a few differences and may be you would like to customise your installation a little bit - but this is what i did.
The first step was to download and extract the drush-7.x-4.5.tar.gz file to a folder out of web root as recommended.
Then make 'drush' executable, I installed drush in my home folder hence my command to make drush executable was
chmod u+x ~/drush/drush
a quick jump to ~/drush folder and enter drush at the $ prompt, as you have made drush executable your should see drush options, a good way to learn options is to use drush help.
if all is fine, we can create a symlink to /usr/bin so that drush is always in the path. The command to do this of course is
ln -s ~/drush/drush /usr/bin/drush
you may require sudo access so prepend sudo to the above command.
Thats all, i tried drush and all worked swell! I was able to download drupal, install modules, enable/disable modules and everything. I hit a block when i was trying site-install option.Drush has a powerful option that lets you install a new site from the command prompt itself, and it is extremely fast.
The usual syntax for site-install is as follows
drush si standard --db-url=mysql://root:xxx@localhost/dru7 --site-name="Drupal Example" --email@example.com
I got an error which was
sh: mysql command not found.
Thankfully it was an easy fix, it was because though mysql was installed and working, mysql was not working from the path where drush was installed. so symlinking to the rescue i did the following
ln -s /usr/local/mysql/bin/mysql /usr/bin/mysql
Thats it - all working fine now and i am enjoying working with drush.