rustup is available on plenty of distros now, and it's on homebrew in macOS.

The Rust docs should really offer installation methods other than curl | sh. Not from a security standpoint (I think that's nonsense) but I just don't like polluting my system with random stuff that is not managed by a package manager.

Edit: Yes, there is an "other installation methods" link, but the text makes it sound like it is only applicable for Windows.