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As of POC-8, go-ethereum uses [Godep](https://github.com/tools/godep) to manage dependencies. Assuming you have [your environment all set up](https://github.com/ethereum/go-ethereum/wiki/Building-Ethereum(Go)), switch to the go-ethereum repository root folder, and build/install the executable you need:
Mist (GUI):
```
godep go build -v ./cmd/mist
```
Ethereum (CLI):
```
godep go build -v ./cmd/ethereum
```
Instead of `build`, you can use `install` which will also install the resulting binary.
For prerequisites and detailed build instructions please see the [Wiki](https://github.com/ethereum/go-ethereum/wiki/Building-Ethereum(Go))
If you intend to develop on go-ethereum, check the [Developers' Guide](https://github.com/ethereum/go-ethereum/wiki/Developers'-Guide)
For dependency management, we use [godep](https://github.com/tools/godep). After installing with `go get github.com/tools/godep`, run `godep restore` to ensure that changes to other repositories do not break the build. To update a dependency version (for example, to include a new upstream fix), run `go get -u <foo/bar>` then `godep update <foo/...>`. To track a new dependency, add it to the project as normal than run `godep save ./...`. Changes to the [Godeps folder](https://github.com/ethereum/go-ethereum/tree/develop/Godeps): should be manually verified then commited.
To make life easier try [git flow](http://nvie.com/posts/a-successful-git-branching-model/) it sets this all up and streamlines your work flow.