When there isn't anything more convenient (see below), DataLad can easily be installed via pip. To automatically install DataLad and its software dependencies type
pip install datalad
In addition, it is necessary to have a recent version of git-annex installed, which is not set up automatically when using the pip method.
DataLad can be installed without admin privileges, into your home directory, using pip's --user option. Git-annex can be deployed by extracting pre-built binaries from a tarball (that also includes an up-to-date Git installation). Obtain the tarball, extract it, and set the PATH environment variable to include the root of the extracted tarball. If this sounds complicated, then a better option might be a singularity container (see below).
(Neuro)Debian, Ubuntu, and similar systems
For Debian-based operating systems, the most convenient installation method is to enable the NeuroDebian repository. The following command installs DataLad and all of its software dependencies (including the git-annex-standalone package)
sudo apt-get install datalad
A common way to install packages on OS X is via the homebrew package manager. git-annex can be installed using the command
brew install git-annex
Once git-annex is available, DataLad can be installed via pip as described above. pip comes with Python distributions, such as anaconda.
HPC environments or any system with singularity installed
If you want to use DataLad on a high-performance computing (HPC) environment, such as a computer cluster or a similar multi-user machine, where you don't have admin privileges, chances are that Singularity is already installed. And if it isn't installed, the singularity website has a page dedicated to helping you make a solid case to help convince your admin why they really want to install it.
On any system with Singularity installed, you can pull a container with a full installation of DataLad (~300 MB) straight from Singularity Hub. The following command pulls the latest container for the DataLad development version (check on Singularity Hub for alternative container variants)
singularity pull shub://datalad/datalad:fullmaster
This will produce an executable image file. You can rename this image to datalad and put the directory it is located in into your PATH environment variable. From there on, you will have a datalad command available from the command line that transparently executes all DataLad functionality through the container.