Currently KiCad is in quite active development, whilst the latest release – the so called "old stable" release is widely deployed and easy to get, it might still contain some annoying bugs that will not be backported. This is because of little interrest from the main developers to backport fixes and rather focus on bug fixing and adding new features for the next release. You can read in the roadmap what the plan and status are with providing new releases.
You might have heard all the fuzz about CERN contributing to KiCad and want to use or test those features. If so, you need to use the latest of the development branch, which you can get in various ways depending on your platform. You can either get prebuilt binaries, or build them yourself. We highly encourage you to test the latest version and report bugs on the bug tracker, only bug reports with bleeding edge will be considerd. The table below shows some options for several supported platforms ( Linux, Mac OS X, Windows ).
DISCLAIMER: Please note that the current head of the development branch does read the legacy formats from the old stable, but cannot save in the legacy format anymore. So if you test bleeding edge, make sure to have a backup of your old project files if you want to revert to the old stable.
Helper script (kicad-install.sh) to build from source to ensure that you get the latest of the latest. This script is intended to work in deb and rpm based distros. Building manually from source is of course also an option, espesially if you want to hack on KiCad. You might get started by reading COMPILING.txt.
Old stable should be in the official Ubuntu repo. Daily builds are available in js-reynaud's PPA.
The options for Linux Mint should be the same as for Ubuntu.
Old stable should be in the official Debian repo, but prebuilt binaries for more recent versions are available on http://kicad.nosoftware.cz/. Of course you should be able to use the kicad-install.sh helper script to build your own, if you don't know what cmake is.
Old stable is available in community/kicad, whilst a pkgbuild on aur/kicad-bzr is available to build and install from source and get latest development branch.
Older precompiled binaries are available from two sources, Md4x and quartzo. The best way to get the latest is to build it yourself using the compilation instructions available from mac-osx.txt. Do not use the KicadOSXBuilder it is outdated.
If you have any feedback to the table above please ping nickoe via IRC on #kicad@freenode. If you need help for installing, you might try your luck by asking the channel.