If you don't want to read the documentation and just want to install everything in TeX Live, on a Unix-like system, a minimal recipe follows. Windows installation specialties are described separately. On MacOSX, we recommend installing MacTeX, which contains all of TeX Live (and more).
A separate page describes how to acquire the software. It boils down to getting the DVD from a TeX user group (ideally by becoming a member), or through various download methods.
Before starting the installation or running TeX after installation, please check your environment variables: settings, including your PATH, that reference previously-installed TeX systems (TeX Live or otherwise), can cause trouble, especially on Windows.
Once you have the software, run the install-tl script to install (comments are in italics):
cd /the/texlive/directory ./install-tl d (directory settings) 1 /usr/local/texlive/2008 (your installation directory) 2 /usr/local/texlive/texmf-local (your local hierarchy) r (return to main menu) i (install)
If you don't like the command line, you run install-tl -gui for a GUI installation. You need to have the Perl/Tk package installed for this.
It can take an hour or more to copy all the files, depending on the installation method.
You don't need to change the installation directories if this is a first-time install, or the defaults shown above (/usr/local/texlive/2008 and /usr/local/texlive/texmf-local) are acceptable to you.
Then (except on Windows), you must add the TeX Live binary directory
to your PATH:
PATH=/usr/local/texlive/2008/bin/i386-linux:$PATH
(Use the syntax for your shell, your own chosen directory, and your
own system name instead of i386-linux.)
The default is to configure for A4 paper. To make the default be 8.5x11 letter-size paper, you can use the ‘o’ command before i(nstalling), or run tlmgr paper letter after installation (and setting your PATH).
Multiple TeX distributions: only one TeX distribution can be active at a time, because all the TeX distributions use the search path to find their programs. This means that to switch from one TeX to another, e.g., between the native TeX Live and a TeX provided by your operating system, you must (at least) change the search path.
Please email bug reports or suggestions (mailing list info and archive). You can read the documentation for more details.