Once you want to actually start using the EFL libraries you have the following options:
Getting binary packages for your distribution.
Downloading snapshots of selected libraries.
Downloading directly from CVS.
Running/installing the E-live CD.
Downloading binary packages (e.g. rpm and deb) for your distribution is the preferred way. Since Enlightenment and libraries are not released yet officially, this is not possible. You have to track unofficial packages prepared by enthusiastic users. While this might be the safest way to obtain EFL, it actually means that you depend on the packager. If packages are not updated regularly, you are on your own.
The recommended way, if you are not adventurous enough, is downloading the source packages from freedesktop.org. These are updated regularly by EFL developers once they think that the libraries are in a stable state safe for a snapshot. Note that not all available EFL libraries are posted there. You miss experimental stuff, and, of course, you can only update when new versions are added. Still, the sources compile cleanly, and you can always get more bleeding edge stuff from CVS if you want it.
If you would prefer the latest and greatest, you can download the source directly from the CVS servers. This is is the preferred way if you want to submit bugs or patches and generally get involved in development. CVS builds are known to break. If you download your snapshot while a developer is undertaking major changes, it is pretty common that your copy is non-functional. CVS also suffers from problems outside of the control of core developers. Availability of the CVS server and load has lately been a problem (hopefully solved).
Finally, you can download the E-live CD. This is a Live CD based on Enlightenment and Debian. It is a great way to see EFL in action without touching the system or to show off to your friends. If you are really impressed you can install the CD to your PC and get a Debian GNU/Linux system with the EFL libraries pre-installed.