Most Unix and Linux distributions are shipping easy installable packages of each release. There are installable packages for Microsoft Windows systems at: http://gimp-win.sourceforge.net/stable.html. If your platform or distribution provides no packages at all, pick the newest release below. Note though, that the package maintainers need time to provide easy installable package after a new version is released.
You can grab one of our recent releases from the Gimp FTP server at: ftp://ftp.gimp.org/pub/gimp/help/
The smaller file size of this release is due to optimized screenshots (PNG).