Free implementations of TeX software can be obtained via Web link or anonymous FTP from a number of sites on the Internet. Such sources typically do not provide direct installation assistance. However, help is usually easy to obtain via public TeX web forums, and mailing lists exist for a number of these implementations; check the project home page for more information about the latter possibility.
Installation and use of free TeX software may require some technical expertise. The level depends on the distribution. Most packages are accompanied by relevant documentation; it is always a good idea to read this before undertaking an installation.
Distributions of free/shareware TeX software can also be obtained on DVD.
TeX Live provides a comprehensive cross-platform TeX system, with binaries supporting most Unix-like systems (including GNU/Linux and Mac OS X), and Windows.
The TeX Collection is delivered on DVD and consists of four components:
The Collection includes all major TeX-related programs, macro packages, and fonts that are free software, including support for many of the world's languages. An updated collection has been issued (almost) annually since 1996.
Compilation of the 2012 TeX Collection is expected to be completed in June 2012, and distribution to members of participating user groups will be accomplished by the end of the year.
A "quick install" recipe from the Web is available for Unix, Windows and MacTeX if you want to install everything.
The included installation manager (tlmgr) allows a user to update an existing installation with new material from CTAN as appropriate; for details, see section 5 of the user documentation. The 2011 Collection is available, and the 2012 Collection will soon be available on DVD from most of the participating groups for users who are not members of any of these groups.
The current TeX Live Guide (documentation for the TeX Live DVD) is also available online.
It is available in other languages as well.
All the engines listed here have been implemented on the three major platforms listed above: Unix, Windows, and Mac OS X.
Some additional (free) implementations and extensions are listed by TUG.