The exclusion of wget in OS X is rather mystifying. In any case, its quite easy to build from source and this post will explore how to do just that.
First, you need to have Xcode installed with “Unix Dev Support” which includes gcc and other packages for software compilation. Xcode is located on your Mac OS X install DVD under the “optional installs” section. You can also download Xcode from Apple. If you aren’t sure if Xcode is already loaded on your system or not, if you don’t have a “Developer” folder listed in the top level of your HD, then it is not installed.