There are several ways to get Mono depending on your needs.
If you are using Linux, there is a good chance your distro has Mono packages available in its repositories. These packages are probably the best tested and most stable for your particular distribution, however they may not be as current as the ones available directly from the Mono project. Please consult your distro for installation instructions.
The Mono project provides packages for a couple of Linux distributions, as well as installers for Windows, Mac OSX and Solaris. These packages are for our latest release, and have gone through our QA process. They will also be updated with bugfixes and security fixes as warrented. These are available on the Download page.
Mono is constantly under development and changes every day. If the packaged versions are not new enough, or you wish to track Mono development, you can get the source code directly and compile Mono yourself. For more details, see Compiling Mono.