At least you have an option to download the script and glance at it before running it if you're worried. Compare that to "Save and Run" an MSI in Windows, which

At least you have an option to download the script and glance at it before running it if you're worried. Compare that to "Save and Run" an MSI in Windows, which is putting the same level of trust in the product you are downloading except its much more opaque to what is actually happening. RVM and Homebrew are two big projects that also do this method of installing. They are a breeze to setup. There's something to be said about just getting a job done and going home for the day.