The two main alternatives for installing GDAL on Windows are to use OSGeo4W installer or to use binary packages from
Installation with the packages from GIS Internals is perhaps a little easier than with OSGeo4W. The site offers MSI installers but also zipped packages which can just be unzipped to disk and run even without administrator rights. With zipped packages it is also easy to have different GDAL versions on computer because all that is needed is to unzip them into different directories.
What is easier with the OSGeo4W installer is to get the Python utilities to work because it installs all GDAL, Python, and GDAL Python bindings, and sets the environment variables so that user can just run Python utilities from the OSGeo4W Shell. From GIS Internals users can install GDAL core and Python bindings from packages but they must also themselves install the proper Python version and set the environment variables.