For Mac:
MacTeX complete set of useful files:
http://tug.org/mactex/
Most users should use the first link (1.1 Gb). If the full package is too slow, it is recommended to use the third link.
For Windows:
MikTeX:
http://miktex.org/
See the bar on left for the link to download the latest release.
TeXnicCenter:
http://www.texniccenter.org/
For Linux:
Google for your specific system.
General LaTeX resources:
Introduction to LaTeX from Harvard:
http://www.math.harvard.edu/texman/
LaTeX on Wikibooks:
http://en.wikibooks.org/wiki/LaTeX
LaTeX manual from NASA:
http://www.giss.nasa.gov/tools/latex/
From "Art of Problem Solving":
http://www.artofproblemsolving.com/LaTeX/AoPS_L_GuideLay.php
Math and symbols:
Math guide (pdf):
ftp://ftp.ams.org/pub/tex/doc/amsmath/short-math-guide.pdf
Common symbols:
http://www.artofproblemsolving.com/LaTeX/AoPS_L_GuideSym.php
Comprehensive symbol list with index (pdf):
http://yum.math.hmc.edu/ctan/info/symbols/comprehensive/symbols-letter.pdf
Compiling your document:
http://amath.colorado.edu/documentation/LaTeX/basics/how_sample.html
