When setting up a new Mac I always install these Unix utilities: wget, ncftp, lynx with SSL support, and the GNU Core Utilities. I compile them manually whenever possible, despite options like MacPorts or Fink. I don't need everything that MacPorts and Fink offer, and installing them always felt like overkill -9 (that's a commandline joke, kids). Generally they try to mimic the commandline syntax of either Linux or FreeBSD, neither of which I have used extensively.
Although Rudix offers a giant 361MB DMG with all of the packages includes, I recommend only installing what you need. You can find each program with its own OS X .pkg installer. These pkgs install to the traditional location of /usr/local/ (something both MacPorts and Fink avoid, a side effect of the volume of software they are designed to install, as well as a difference in approach).