Install the latest release of GNU Emacs (24.1 as of this writing). Not XEmacs, not EmacsW32, not AquaMacs, not Carbon Emacs.
Emacs is probably already installed; if not, use your distro’s package manager (yum, apt-get, etc).
If your distro only has older Emacs packages, you could try finding a third-party package repository, or building the latest version from source if you are comfortable doing so.
If you use macports, install the emacs-app port,
which gives you a native OS X application. By default macports will install
Emacs.app into /Applications/MacPorts. If you use a laptop I recommend the
fullscreen variant (i.e. port install emacs-app +fullscreen) which adds the
command ns-toggle-fullscreen to Emacs.
If you use homebrew:
brew install emacs --cocoa.
Otherwise, you can use a pre-built emacs, but do consider installing macports or homebrew so that you can easily install other Unixy tools as you need them.
You are mostly on your own as I am not a Windows user; I apologize in advance if some of the examples in this guide don’t work on your system, as I haven’t tested on Windows.
You’ll want to download the latest emacs-xx.x-bin-i386.zip from
http://ftp.gnu.org/pub/gnu/emacs/windows/ and unzip it into a directory of
your choice. Then run addpm.exe from the bin subdirectory, as an
administrator (this adds a start menu shortcut and various registry entries).
Some Emacs functionality requires Unixy tools like find and grep, which you
can get by installing a posix emulation environment such as Cygwin. You will
have to ensure that the posix utilities are on the system PATH so that Emacs
can find them.
For further help refer to the GNU Emacs FAQ for MS Windows and the (often outdated) EmacsWiki.
If you have existing Emacs customizations in a .emacs file or .emacs.d
directory, you should move it out of the way if you want your Emacs behavior to
exactly mirror the examples in this guide.