** Important Note: The Go team now provides a Windows port of Go. This is the recommended way of installing Go on that platform but I will leave this here as an exercise to whomever would prefer to install Go this way. **
I've seen countless posts requesting a Windows port of Go. For quite some time there hasn't been one available but, thankfully, there is an experimental port available. However, as it turns out, you can also compile it yourself without waiting for someone else to do it for you. This gives you the advantage of always having an up-to-date version of Go by having immediate access to the latest release without having to wait for a build, or even using the weekly release. In order to do this, we'll need MinGW.
So, without further adieu, here is a step by step installation procedure to start using Go on Windows.
1) Install Msys and MinGW. You will need a POSIX compliant shell in order to build Go. I'm sure Cygwin would also be capable of building Go but I prefer Msys. For anyone new to Msys, or unfamiliar with using the CLI, I would recommend using the GUI installer. As per the golang documentation, you'll need to make sure you install the following tools: gcc, glibc or some other C standard library, Bison, Make and Awk. All of these tools are available via the apt-like mingw-get tool. If you forget to download one of these tools during installation, don't worry. The mingw-get tool is accessible from within Msys.
2) Install Mercurial. Here you have two choices. One, you can try and build Mercurial from source on MinGW or you can do the sensible thing and download the Windows version. I highly recommend doing the latter. You can also get TortoiseHg if you require a GUI but if your only intention is to use it to download Go then I wouldn't bother. It's much simpler just using the CLI.
3) Open the Msys terminal. Assuming all is right with the world you will be in your home directory. You should now be able to use the following command, as taken from the Golang installation guide:
$ hg clone -u release https://go.googlecode.com/hg/ go
4) Change to the go/src directory and run all.bash.
$ cd go/src
5) If all goes well, Go is now installed and ready to go! That's it! I recommend creating a .bashrc file and add the recommended environmental variables. Something simple like:
$ cat > ~/.bashrc << EOF
$ . ~/.bashrc
Msys does not come with any kind of editor installed (not even ed). Vim is available through the repositories via mingw-get or you can just use your normal text editor for Windows to edit the file. There are plenty of other things you might wish put into your .bashrc, too, but that is beyond the scope of this article. If you installed Msys into the default installation directory, you would save it in "C:\MinGW\msys\1.0\<username>\.bashrc" where <username> is replaced with your name. Obviously.
I should mention that on my first attempt on building Go, the build script hung while trying to compile gprof. Sadly, I didn't have the presence of mind at the time to record on which file it got stuck on, so there's not much I can do to see if this is a Go or MinGW/Msys bug. Irregardless, I had to force-quit Msys by closing the window because no other method would unlock the process. Re-running the all.bash script a second time completed successfully and finally reported that, "ALL TESTS PASSED!" Now THAT is what I wanted to hear! Or, in this case, see.
You should now be able to use the Go tools from the 'cmd' shell but in order for the shell to find it you will need to manually adjust your %PATH% environmental variable in Windows, too. A simple way to do this on Windows 7 is to open the start menu, right-click on 'Computer' and select properties. Then, click the 'Advanced Settings' link on the left to open the advanced settings window. A button near the bottom of the window will allow you to alter your PATH variable. A simple search can show you how to do it on other versions of windows or via an alternate method.
And that, as they say is that. A native Windows build of Go. Provided you adjust some environmental variables, as noted in the 'Getting Started' documentation for Go, you are free to relocate the go tree to another location like "C:\Program Files (x86)". You may also want to build the 'hello world' application as an extra sanity test. You can install a Go IDE or add Go syntax highlighting to your favourite editor.