Some hosting providers have easy install options for popular programs like WordPress. I'd check with my hosting provider first.
If you have your own website, you can use Fantatisco, available in CPanel for quick Wordpress installation.
Yep if you have hostgator then you'll be able to install wp on your website in less then 3 minutes, literally. You simply go to your cpanel and click on fantistico as mentioned above.
Fantastico if you have it at your host. You could download the official copy from wordpress.org if you want to manually install it. Bear in mind, that there are quite a few upgrades because the sheer number of people who use it, so choose carefully.