The Gnu APL interpreter is free, installs easily and the author is not only very responsive on the bug-apl mailing list but very knowledgeable about APL. Recommend you check out this interpreter.
Dyalog APL is also free (as in beer) and easy to install now that distribution has been streamlined. While I am biased, I consider Dyalog APL to be the premier APL interpreter and getting it is a matter of a few clicks on Dyalog's download page:
Nars2000 is also free as in beer and opensource, and is easy enough to install, and is nowhere near as comprehensive as Dyalog but interesting in its own ways (ball arithmetic, combinatorial functions, pi/prime number functions, simpler GUI)
