Get an Ethereum Wallet
Ethereum is still quite new and has a smaller userbase than Bitcoin. The best Ether exchange is Kraken because it has the best reputation and volume in the Bitcoin/Ether, USD/Ether and EUR/Ether pairs. Ether wallet options are somewhat limited, although its passionate user base has already created a few decent wallet options.
Ethereum Wallet is a desktop Ethereum wallet. Ethereum Wallet has integrated with ShapeShift, which makes it easy to accept Bitcoin and other altcoin payments directly to your Ethereum Wallet as ether.
Geth is a command line interface for using, sending, receiving, and creating contracts with Ethereum. Geth is a good option for programmers, but not a good option for users in search of an easy-to-use wallet.
Install Etherwall with Geth to transact directly with the Ethereum network through Geth, but with an easy to use interface provided by Etherwall.
MyEtherWallet also has a Chrome extension in beta that adds a better user interface for sending and receiving transactions.