I used to use the Fink Project for all my GNU and/or independent software installs. It’s a system that bears some resemblence to the BSD ports facility but uses Debian-style apt back-ends for binary installation. This is quite useful.
Probably the nicest feature of Fink is that is installs everything in /sw – keeping your OS/X installation free from harm.
Rohan writes about Fink vs. other projects (like osxgnu.org):
There are two places to get ported binaries of gnu software, fink and osxgnu.org . [A]lways try fink first. osxgnu has packaged UI installs which some people prefer, but fink expects to find things in its /sw directory tree instead of /usr/local (you can change this, but there is no good reason to) so if you install a fink package that depends on an osxgnu
package it will be a pain to resolve this.
Update (2007.10.09): These days, I use macports. It appears that the fink was abandoned and isn’t nearly as supported as it once was. My luck with macports has been much better.