"The export tab on the web site provides the most simple way to
access data. Users can draw an area on the main map view and then
grab an image (in PNG, JPEG, PDF or PS formats); some HTML to embed
the map into your web site; or the raw XML data. To further modify
the data, either in the OpenStreetMap database or a local copy
(stored as an XML .osm file on your disk) download the data using
an editor like JOSM (the 'Java OpenStreetMap editor'). To make life
easier when selecting the area to download, open up the preferences
dialog and install the namefinder and slippy_map_chooser
plugins.
"Grabbing larger amounts of data would be difficult, slow and
clumsy with these methods. More advanced users can get data
directly through the API. Check the latitude and longitude
coordinates for the area you want — an easy method for this
is to use the export tab to draw an area, then note down the
coordinates it records — then fire up wget or curl and
download the data: