Thanks for the reminder. Getting binary builds up is on our to-do list, so check back soon for those.
In the mean time, installing Go is pretty easy (you can use brew, or the official OSX package (assuming you are on OSX) http://golang.org/doc/install) and we've tried to leave clear steps for building NSQ here https://github.com/bitly/nsq/blob/master/INSTALLING.md (there really are very few dependencies other than go itself)