Earlier quoted context omitted.
Run: sh | wget http://www...something.com/install.sh to install something automatically! Way too many projects do it, from my head: rvm and oh-my-zsh.
No worse than "./configure && make && sudo make install"
Of course, you have to start trusting at some point. But with HTTP, you have to also trust the wifi AP, its owner, all of the routers between you and the server, DNS... At least https takes a lot of those (but not all) out of the equation, while GPG goes even further.