You can install it through Homebrew on OS X. Why would you install Python with Homebrew?
The version of Python that ships with OS X is great for learning but it’s not good for development. The version shipped with OS X may be out of date from the official current Python release, which is considered the stable production version. (source)
Homebrew is something of a package manager for OS X. Find more details on the Homebrew page. Once Homebrew is installed, run the following to install the latest Python, Pip & Setuptools:
brew install python