Table of Contents
We are providing the instructions below based on our experience installing GHC in mid-2007. Installation instructions inevitably become dated quickly; please bear this in mind as you read.
We will update these instructions for GHC 6.8.2 when time permits.
Because GHC runs on a large number of platforms, we've focused on a handful of the most popular.
The prebuilt binary packages of GHC should work on versions of Windows as old as ME, and on all newer versions (NT, 2000, XP, and Vista). We have installed GHC 6.6.1 under Windows XP Service Pack 2; here are the steps we followed.
Our first step is to visit the GHC download
page, and follow the link to the current stable
release. Scroll down to the section entitled “Binary
packages”, and then again to the subsection for
Windows. Download the installer; in our case, it's named
ghc-6.6.1-i386-windows.exe.

After the installer has downloaded, double-clicking on it starts the installation process. This involves stepping through a normal Windows installer wizard.

Once the installer has finished, the Start Menu's “All Programs” submenu should have a GHC folder, inside of which you'll find an icon that you can use to run ghci.

Clicking on the ghci icon brings up a normal Windows console window, running ghci.

Installing GHC on Mac OS X takes several steps, as GHC does not yet have a standard OS X installer. We have installed GHC 6.6.1 under Mac OS X 10.4, on an Intel-based MacBook. We're not regular Mac users, and had never tried installing GHC on OS X before, and everything worked for us on the first try, so take heart if these instructions seem daunting. The process is neither difficult nor especially time-consuming.
Our first step is to visit the GHC download page, and follow the link to the current stable release. Scroll down to the section entitled “Binary packages”, and then again to the subsection for Mac OS X. There are four components to download, all of which are necessary.
Apple's Xcode development software. This provides compiler toolchain support that GHC needs.
The GNUreadline framework
provides flexible command line editing.
The GMP framework is
required for arbitrary-precision integer support.
The GHC package itself. This will not work unless both of the preceding frameworks are installed.
The Xcode software installer may have come bundled on a DVD with your Mac. If not (or you can't find it), you can download it from Apple and install it. Once you've finished installing Xcode, continue on to download the remaining three packages.
After these downloads complete, you'll have three archive icons on your desktop.

Double click on each one to unpack it, giving you three folders.

Open a Finder window
with
command+n. In the left sidebar, click on your system's main
hard disk icon (often named “Macintosh HD”). In
the main portion of the window, double click on
System to open that folder, then on
Library. Select the
GMP.framework and
GNUreadline.framework folders on your
desktop, and drag them onto the Frameworks
folder in the Finder window that is visiting
/System/Library. If the Finder refuses to
install them because you don't have permission, it will probably
display an “Authenticate” button in the alert it
displays. Click it, enter your password, and installation can
proceed.

With the prerequisites in place, you can turn to
installing GHC. You'll need to open a Terminal window (you
can find it in
/Applications/Utilities).

Inside the Terminal window, change directory to
Desktop/ghc-6.6.1, and run
./configure to set up the command line
installer. This configures GHC to install to
/usr/local. When the
configure script finishes, run
sudo make install, and type your password
when you are prompted for it.
The installation process should take a minute or
two. If you don't already have
/usr/local/bin in your shell's search path,
add it.
Finally, you should be able to successfully run the ghci command from your shell prompt.

FIXME: actual content.
GHC is available as a standard Fedora binary
package. From a shell, all you need to do is run
sudo yum -y install ghc ghc-doc
ghc661-prof. The base package, containing the
ghc and ghci commands and libraries, is
ghc. The ghc-doc
package contains the GHC user guide, and command and library
documentation. The ghc661-prof package
contains profiling-capable versions of the standard libraries
(note: its version number may have changed by the time you read
this).
Once installation has finished, you should be able to run ghci from the shell immediately. You won't need to change your shell's search path, or set any environment variables.