The excellent book Python for Data Analysis, by Wes McKinney (O'Reilly, 2012) describes how to install and set up Enthought Python Distribution (EPD) Free.
EPD Free has been superseded by Enthought Canopy Express, which provides all the same packages as EPD Free (including everything that is used in the book), plus a GUI application with a text editor, IPython shell, IPython notebook, file browser, package manager, and documentation browser. This Canopy GUI provides a convenient environment for writing and running Python code. (Python for Data Analysis, pg 11: "When asked about my standard development environment, I almost always say 'IPython plus a text editor'" ... voila Canopy!)
You can download Canopy Express from https://store.enthought.com/downloads/. Please see this article for more information about Canopy Express (including the difference from a Canopy subscription).
While you are on the Enthought web site, we recommend that you register ("Sign up") for a free Enthought account. This login will enable you to use the Package Manager to easily update all the packages that come with your subscription.
Canopy Express directly installs Numpy, SciPy, IPython, Matplotlib, Pandas, SymPy, Chaco, and other core scientific Python packages.