well, it depends. The popular options are:
1) MacTeX for OSX, which is essentially TeX Live 2007. See http://tug.org/mactex/
2) MiKTeX is the best for Windows system.
proTeXt is an easy-to-install TeX distribution based on MiKTeX.
TeX Live is also a good choice. See http://www.miktex.org/
2) teTeX was the de facto implement on Linux till Thomas Esser decided to
cease development of this distribution. He suggested user to join TeX Live
at http://www.tug.org/texlive/
In conclusion, TeX Live might