(Important) Update: If you’re already using gpgmail, and are now experiencing Problems after the Update to Mac OS 10.6.3 (issued March, 30, 2010), use this fix: Download this file and copy it to ~/Library/Mail/Bundles – Enjoy.
If you’re new to gpgmail, don’t worry about this, the fix is included in the no-wories-script below.

The following script will install GPG (ver. 1.4.10),
the corresponding plugin (bundle) for Mail.app (ver. 1.2.3 Snow Leopard Fix by Lukas Pitschl (lukele)) and
“GPG Keychain access” (ver. 0.7), a key-manager.

You will instantly be able to read and write GPG-encrypted mail without going through any complicated setup-routines.

For more detailed information on this, answers to the questions “What is GPG and why would I need it?”, and a paranoid (compile-yourself) version of the script, see my brand-new GPG-page.