Squid is normally distributed as source code. This means you'll probably need to compile it, as described in Chapter 3. The installation process should be relatively painless. The developers put a lot of effort into making sure Squid compiles easily on all the popular operating systems.
You can also find precompiled binaries for some operating systems. Linux users can get Squid in one of the various package formats (e.g., RPM, Debian, etc.). The FreeBSD, NetBSD, and OpenBSD projects offer Squid ports. The BSD ports aren't binary distributions but rather a small set of files that know how to download, compile, and install the Squid source. While these precompiled or preconfigured packages may be easier to install, I recommend that you download and compile the source yourself.
Anonymous CVS is a great way for developers and users to stay current with the official source tree. Instead of downloading entire new releases, you run a command to retrieve only the parts that have changed since your last update.