For OS X, I highly recommend Homebrew.
The installation of Homebrew is incredibly easy. Once installed, you just need to run brew install scala and scala will be installed and ready to go. Homebrew also has tons of other goodies just a brew install away.
If you don’t already have Java installed, you can install that with brew cask install java.
MacPorts or Fink may have something similar, but I prefer Homebrew.