1. Go to somewhere you want to put the download files temporarily.
$ cd ~/Desktop
2. Download the latest Drush package.
$ curl -O http://ftp.drupal.org/files/projects/drush-7.x-5.8.tar.gz
3. Uncompress it.
$ tar -zxf drush.tar.gz
4. Move the drush folder to the suggested directory. You may need to input administrator password.
$ sudo mv drush /usr/local/lib/
5. Make it executable
$ sudo chmod u+x /usr/local/lib/drush/drush
6. Create link
$ sudo ln -s /usr/local/lib/drush/drush /usr/bin/drush
And now you can go to a Drupal installation directory and try
$ drush help
If you have Homebrew, it supports Drush as well.
$brew install drush