In MacOSX, MacTex(http://www.tug.org/mactex/mactex-download.html) is recommended but you can also use BasicTex(http://tug.org/cgi-bin/mactex-download/BasicTeX.pkg).
You can install texlive by just running sudo apt-get install texlive in Ubuntu.
If you installed MacTex, you must update all packages in TeX Live Utility by running Shift-Cmd-U. TeX Live Utility will be inside of the TeX directory of Applications.
Or you can just run sudo tlmgr update --all --self, but updating in TeX Live Utility in reccommended.
pdflatex -output-directory=build [filename].tex