The main downloads page for MySQL is http://dev.mysql.com/downloads/. This page tells you the latest major release version and provides a link to the next step of the download.
At the time of this writing, this page shows that the recommended current release is MySQL 5.0, with alpha releases of MySQL 5.1 also available. If you click through to download MySQL 5.0, you are taken to http://dev.mysql.com/downloads/mysql/5.0.html.
This page lists the MySQL downloads by platform, with a link to download each. The latest version number and the file size are displayed alongside each package.
The following sections explain which packages you require for each type of installation.