The officially released files can be found at: http://www.wireshark.org/download/. A new Wireshark version is released after significant changes compared to the last release are completed or a serious security issue is encountered. The typical release schedule is about every 4-8 weeks (although this may vary).
There are two kinds of distributions: binary and source; both have their advantages and disadvantages.
Binary distributions are usually easy to install (as simply starting the appropriate file is usually the only thing to do). They are available for the following systems:
Windows (.exe file). The typical Windows end user is used to get a setup.exe file which will install all the required things for him.
Win32 U3 (.u3 file). Special distribution for U3 capable USB memory sticks.
Win32 PAF (.paf.exe file). Another Windows end user method is to get a portable application file which will install all the required things for him.
Debian (.deb file). A user of a Debian Package Manager (DPKG) based system obtains a .deb file from which the package manager checks the dependencies and installs the software.
Red Hat (.rpm file). A user of a Red Hat Package Manager (RPM) based system obtains an .rpm file from which the package manager checks the dependencies and installs the software.
MAC OS X (.dmg file). The typical MAC OS X end user is used to get a .dmg file which will install all the required things for him. The other requirement is to have the X11.app installed.
Solaris. A Solaris user obtains a file from which the package manager (PKG) checks the dependencies and installs the software.
However, if you want to start developing with Wireshark, the binary distributions won't be too helpful, as you need the source files, of course.
For details about how to build these binary distributions yourself, e.g. if you need a distribution for a special audience, see Section 3.12, “Binary packaging”.
It's still common for UNIX developers to give the end user a source tarball and let the user compile it on their target machine (configure, make, make install). However, for different UNIX (Linux) distributions it's becoming more common to release binary packages (e.g. .deb or .rpm files) these days.
You should use the released sources if you want to build Wireshark from source on your platform for productive use. However, if you going to develop changes to the Wireshark sources, it might be better to use the latest SVN sources. For details about the different ways to get the Wireshark source code see Section 3.3, “Obtain the Wireshark sources”.
Before building Wireshark from a source distribution, make sure you have all the tools and libraries required to build. The following chapters will describe the required tools and libraries in detail.