There's also a graphical installer for MySQL that works on the Mac. Apparently it hasn't been updated for Leopard yet, but it will be along.

Another effortless way to get MySQL installed is to use MAMP, which also gives you an independent Apache with mod_php and some admin tools.

I wouldn't know whether or not Mark's catty complaint about automated MySQL security updates on the Mac is valid. I don't sweat MySQL security on my Mac, because it's just for development. I don't run public-facing Mac servers -- I run Linux servers, just like everybody else. MySQL is one of the few Linux killer apps, and it's developed on Linux; of course its support on Ubuntu is first-rate.