Although we take precautions when assembling binaries, please use the normal precautions with downloaded executables.
As of 2016/03/01 package binaries for R versions older than 2.12.0 are only available from the CRAN archive so users of such versions should adjust the CRAN mirror setting accordingly.
Alternatively, if you're a newbie to the language and/or your class instructor insists that you begin by learning 3.x, then you'll need to install it on your Mac. It should auto-detect that you're on a Mac and offer you some options. The interesting part of the page will look something like this: You'll be downloading an OS X file called "python-3.4.1-macosx10.6.dmg" to your downloads folder. It's important that you read the file "Read Me.txt".
It's particularly easy to do because 1) There's an OS X installer package that does the work and 2) You can still run both versions, so there's no penalty to installing 3.x.2. (The 10.6 notation means you need at least OS X Snow Leopard to run it.) When you double-click it, it will mount on your desktop as a volume. There, you'll discover, along with other things, that you may not be able to just double-click the installer, "Python.mpkg" because it's not signed by Apple.
Here's the new, updated article from Aug 10, 2017.