If you have a Wii, the only way to get World of Goo is via WiiWare.
If you use Windows, we strongly recommend purchasing it directly from 2D Boy, as this gives you the best set of features and gives the most revenue to the developers. However there are a number of other ways to get the game, and the pros and cons of each are listed below.
If you use a Mac, be careful. The original box sets were made with only the PC version, as the Mac version had not been released at that time. We are unaware of any more recent versions that include the Mac version. Additionally, in Germany, RTL released a box set claiming "PC and Mac compatibility", but only the PC version was included. For this reason we strongly suggest buying from 2D Boy directly.
For Linux, your only option is to purchase the downloadable version from 2D Boy.
Also check out the feature comparison and Getting World of Goo FAQs.