Individual binary and source packages
The maintainers of many of the packages in the SciPy stack provide “official” binary installers for common Windows and OS-X systems that can be used to install the packages one by one. These installers are generally built to be compatible with the Python binaries available from python.org.
For Windows: Christoph Gohlke provides pre-built Windows installers for many Python packages, including all of the core SciPy stack.
You can also build any of the SciPy packages from source, for instance if you want to get involved with development. This is easy for packages written entirely in Python, while others like NumPy require compiling C code. Refer to individual projects for more details.