There are a few pre-packaged and pre-compiled versions of PHP for Mac OS X. This can help in setting up a standard configuration, but if you need to have a different set of features (such as a secure server, or a different database driver), you may need to build PHP and/or your web server yourself. If you are unfamiliar with building and compiling your own software, it's worth checking whether somebody has already built a packaged version of PHP with the features you need.
The following resources offer easy to install packages and precompiled binaries for PHP on Mac OS: