The debian-cd team provides builds of CD images using debian-installer on the Debian CD page. For more information on where to get CDs, see Section 4.1, “Official Debian GNU/Linux CD-ROM Sets”.
Some installation methods require other images than CD images. Section 4.2.1, “Where to Find Installation Images” explains how to find images on Debian mirrors.
The subsections below will give the details about which images you should get for each possible means of installation.
There are two different netinst CD images which can be used to install sarge with the debian-installer. These images are intended to boot from CD and install additional packages over a network, hence the name 'netinst'. The difference between the two images is that on the full netinst image the base packages are included, whereas you have to download these from the web if you are using the business card image. If you'd rather, you can get a full size CD image which will not need the network to install. You only need the first CD of the set.
Download whichever type you prefer and burn it to a CD.
If you can't boot from CD, you can download floppy images to install Debian. You need the floppy/boot.img, the floppy/root.img and possibly one of the driver disks.
The boot floppy is the one with boot.img on it. This floppy, when booted, will prompt you to insert a second floppy — use the one with root.img on it.
If you're planning to install over the network, you will usually need the floppy/net-drivers.img, which contains additional drivers for many ethernet cards, and support for PCMCIA.
If you have a CD, but cannot boot from it, then boot from floppies and use floppy/cd-drivers.img on a driver disk to complete the install using the CD.
Floppy disks are one of the least reliable media around, so be prepared for lots of bad disks (see Section 5.3.1, “Floppy Disk Reliability”). Each .img file you downloaded goes on a single floppy; you can use the dd command to write it to /dev/fd0 or some other means (see Section 4.3, “Creating Floppies from Disk Images” for details). Since you'll have more than one floppy, it's a good idea to label them.
It's also possible to boot debian-installer completely from the net. The various methods to netboot depend on your architecture and netboot setup. The files in netboot/ can be used to netboot debian-installer.
It's possible to boot the installer using no removable media, but just an existing hard disk, which can have a different OS on it. Download hd-media/initrd.gz, hd-media/vmlinuz, and a Debian CD image to the top-level directory of the hard disk. Make sure that the CD image has a filename ending in ".iso". Now it's just a matter of booting linux with the initrd.