It is generally better to install fonts in your system-wide texmf-local folder rather than your personal texmf folder. In fact, TeXLive now has a simple script installed for installing the non-free fonts such as classico.
The really simple way
Open a Terminal window and type the following: (you should be logged in to an account with administrator privileges.)
sudo getnonfreefonts-sys classico
And you are done!
To use the font, add
\renewcommand{\sfdefault}{uop}
to your document preamble to make Classico the sans serif default.
What the script is doing (the slightly more complicated way)
Effectively the script is simply downloading the font from CTAN and executing 3 commands. Here's a step by step version of what it does, which you can also do if you prefer. I also leave it in for fonts that are not installed by the script. I will begin from the assumption that you have downloaded the uop.zip file and it is in ~/Downloads.
Open a Terminal window and type the following:
sudo unzip ~/Downloads/uop.zip -d /usr/local/texlive/texmf-local
You will be asked for your password.
This should return the a whole bunch of lines reporting the unzipped files:
Archive: uop.zip
inflating: /usr/local/texlive/texmf-local/doc/fonts/urw/Public.htm
inflating: /usr/local/texlive/texmf-local/doc/fonts/urw/classico.txt
creating: /usr/local/texlive/texmf-local/fonts/type1/urw/optima/
inflating: /usr/local/texlive/texmf-local/fonts/type1/urw/optima/uopb8a.pfb
inflating: /usr/local/texlive/texmf-local/fonts/type1/urw/optima/uopbi8a.pfb
... (lines deleted)
creating: /usr/local/texlive/texmf-local/tex/latex/uop/
inflating: /usr/local/texlive/texmf-local/tex/latex/uop/8ruop.fd
inflating: /usr/local/texlive/texmf-local/tex/latex/uop/ot1uop.fd
inflating: /usr/local/texlive/texmf-local/tex/latex/uop/t1uop.fd
inflating: /usr/local/texlive/texmf-local/tex/latex/uop/ts1uop.fd
Next enter
sudo texhash
this will rebuild the file list database to reflect the added files. This command should return:
texhash: Updating /usr/local/texlive/2011/../texmf-local/ls-R...
texhash: Updating /usr/local/texlive/2011/texmf/ls-R...
texhash: Updating /usr/local/texlive/2011/texmf-config/ls-R...
texhash: Updating /usr/local/texlive/2011/texmf-dist/ls-R...
texhash: Updating /usr/local/texlive/2011/texmf-var/ls-R...
texhash: Done.
Next enter
sudo updmap-sys --enable Map=uop.map
This command will enable the font map files and produce a lot of output too:
Config file: "/usr/local/texlive/2011/texmf-config/web2c/updmap.cfg"
dvips output dir: "/usr/local/texlive/2011/texmf-var/fonts/map/dvips/updmap"
pdftex output dir: "/usr/local/texlive/2011/texmf-var/fonts/map/pdftex/updmap"
dvipdfm output dir: "/usr/local/texlive/2011/texmf-var/fonts/map/dvipdfm/updmap"
pxdvi output dir: "/usr/local/texlive/2011/texmf-var/fonts/map/pxdvi/updmap"
/usr/texbin/updmap is creating new map files
using the following configuration:
LW35 font names : URWkb
prefer outlines : true
texhash enabled : true
download standard fonts (dvips) : true
download standard fonts (pdftex) : true
kanjiEmbed/variant replacement : noEmbed/
create a mapfile for pxdvi : false
Scanning for LW35 support files [ 3 files]
Scanning for MixedMap entries [ 44 files]
Scanning for KanjiMap entries [ 5 files]
Scanning for Map entries [169 files]
Generating output for dvipdfm...
Generating output for ps2pk...
Generating output for dvips...
Generating output for pdftex...
Files generated:
/usr/local/texlive/2011/texmf-var/fonts/map/dvips/updmap:
11499 2012-03-27 23:01:54 builtin35.map
15962 2012-03-27 23:01:54 download35.map
586252 2012-03-27 23:01:55 psfonts_pk.map
847257 2012-03-27 23:01:55 psfonts_t1.map
842824 2012-03-27 23:01:54 ps2pk.map
14 2012-03-27 23:01:56 psfonts.map -> psfonts_t1.map
/usr/local/texlive/2011/texmf-var/fonts/map/pdftex/updmap:
842831 2012-03-27 23:01:56 pdftex_dl14.map
841257 2012-03-27 23:01:55 pdftex_ndl14.map
15 2012-03-27 23:01:56 pdftex.map -> pdftex_dl14.map
/usr/local/texlive/2011/texmf-var/fonts/map/dvipdfm/updmap:
5003 2012-03-27 23:01:54 kanjix.map
Transcript written on "/usr/local/texlive/2011/texmf-var/web2c/updmap.log".
/usr/texbin/updmap: Updating ls-R files.
Now you are done. Use as above.
I suppose you already have Vim installed in your operating system.
Usually, the installation is very straightforward for every operating system. For Macs, we have MacVim, and AFAIK two options are available:
Getting the correct MacVim version for your operating system in the project website, unzip the archive file and drag MacVim.app to your Applications folder.
If you use Homebrew, there's already a formula for MacVim available, so you can run
brew install macvim
and MacVim will be deployed.
Now, back to vim-latex.
I don't use it, but I can provide a very clean way of deploying plugins for Vim. The solution relies on Tim Pope's awesome 
pathogen plugin, which manage our runtimepath very easily.
First of all, open your terminal and type the following:
mkdir -p ~/.vim/autoload ~/.vim/bundle
This will create two directories (and even the parent .vim directory, if it doesn't exist), autoload and bundle inside .vim. Now we are half-way done.
Now, let's type this command:
curl -LSso ~/.vim/autoload/pathogen.vim https://tpo.pe/pathogen.vim
This command will download pathogen.vim from Tim's repository and deploy it inside the autoload directory.
Now let's edit .vimrc to call pathogen for us. Type this command:
open -e ~/.vimrc
and add the following lines, preferably in the beginning:
execute pathogen#infect()
syntax on
filetype plugin indent on
...
<the rest of the file>
...
Note: The only required line for pathogen to work is the first one, the other two are just some goodies I recommend. :)
Now, if you want to deploy any Vim plugin, just extract it and put the extracted directory under ~/.vim/bundle. That's it.
For example, I got this file, vim-latex-1.8.23-20130116.788-git2ef9956.tar.gz. I'll extract it, and the result is as follows:
vim-latex-1.8.23-20130116.788-git2ef9956
├── compiler
│ └── tex.vim
├── doc
│ ├── catalog.xml
│ ├── db2vim
│ │ ├── db2vim
│ │ ├── domutils.py
│ │ └── textutils.py
│ ├── imaps.txt
│ ├── latexhelp.txt
│ ├── latex-suite-chunk.xsl
│ ├── latex-suite-common.xsl
│ ├── latex-suite.css
│ ├── latex-suite-quickstart.css
│ ├── latex-suite-quickstart.txt
│ ├── latex-suite-quickstart.xml
│ ├── latex-suite.txt
│ ├── latex-suite.xml
│ ├── latex-suite.xsl
│ ├── Makefile
│ ├── Makefile.in
│ ├── README
│ └── README.new
├── ftplugin
│ ├── bib_latexSuite.vim
│ ├── latex-suite
│ │ ├── bibtex.vim
│ │ ├── bibtools.py
│ │ ├── brackets.vim
│ │ ├── compiler.vim
│ │ ├── custommacros.vim
│ │ ├── diacritics.vim
│ │ ├── dictionaries
│ │ │ ├── dictionary
│ │ │ └── SIunits
│ │ ├── elementmacros.vim
│ │ ├── envmacros.vim
│ │ ├── folding.vim
│ │ ├── macros
│ │ │ └── example
│ │ ├── main.vim
│ │ ├── mathmacros-utf.vim
│ │ ├── mathmacros.vim
│ │ ├── multicompile.vim
│ │ ├── outline.py
│ │ ├── packages
│ │ │ ├── accents
│ │ │ ├── acromake
│ │ │ ├── afterpage
│ │ │ ├── alltt
│ │ │ ├── amsmath
│ │ │ ├── amsthm
│ │ │ ├── amsxtra
│ │ │ ├── arabic
│ │ │ ├── array
│ │ │ ├── babel
│ │ │ ├── bar
│ │ │ ├── biblatex
│ │ │ ├── bm
│ │ │ ├── bophook
│ │ │ ├── boxedminipage
│ │ │ ├── caption2
│ │ │ ├── cases
│ │ │ ├── ccaption
│ │ │ ├── changebar
│ │ │ ├── chapterbib
│ │ │ ├── cite
│ │ │ ├── color
│ │ │ ├── comma
│ │ │ ├── csquotes
│ │ │ ├── deleq
│ │ │ ├── drftcite
│ │ │ ├── dropping
│ │ │ ├── enumerate
│ │ │ ├── eqlist
│ │ │ ├── eqparbox
│ │ │ ├── everyshi
│ │ │ ├── exmpl
│ │ │ ├── fixme
│ │ │ ├── flafter
│ │ │ ├── float
│ │ │ ├── floatflt
│ │ │ ├── fn2end
│ │ │ ├── footmisc
│ │ │ ├── geometry
│ │ │ ├── german
│ │ │ ├── graphicx
│ │ │ ├── graphpap
│ │ │ ├── harpoon
│ │ │ ├── hhline
│ │ │ ├── histogram
│ │ │ ├── hyperref
│ │ │ ├── ifthen
│ │ │ ├── inputenc
│ │ │ ├── letterspace
│ │ │ ├── lineno
│ │ │ ├── longtable
│ │ │ ├── lscape
│ │ │ ├── manyfoot
│ │ │ ├── moreverb
│ │ │ ├── multibox
│ │ │ ├── multicol
│ │ │ ├── newalg
│ │ │ ├── ngerman
│ │ │ ├── numprint
│ │ │ ├── oldstyle
│ │ │ ├── outliner
│ │ │ ├── overcite
│ │ │ ├── pagenote
│ │ │ ├── parallel
│ │ │ ├── plain
│ │ │ ├── plates
│ │ │ ├── polski
│ │ │ ├── psgo
│ │ │ ├── schedule
│ │ │ ├── SIunits
│ │ │ ├── textfit
│ │ │ ├── times
│ │ │ ├── tipa
│ │ │ ├── ulem
│ │ │ ├── url
│ │ │ ├── verbatim
│ │ │ └── version
│ │ ├── packages.vim
│ │ ├── projecttemplate.vim
│ │ ├── pytools.py
│ │ ├── smartspace.vim
│ │ ├── templates
│ │ │ ├── article.tex
│ │ │ ├── IEEEtran.tex
│ │ │ ├── report.tex
│ │ │ └── report_two_column.tex
│ │ ├── templates.vim
│ │ ├── texmenuconf.vim
│ │ ├── texproject.vim
│ │ ├── texrc
│ │ ├── texviewer.vim
│ │ ├── version.vim
│ │ └── wizardfuncs.vim
│ └── tex_latexSuite.vim
├── indent
│ └── tex.vim
├── latextags
├── ltags
├── Makefile
├── Makefile.in
└── plugin
├── filebrowser.vim
├── imaps.vim
├── libList.vim
├── remoteOpen.vim
└── SyntaxFolds.vim
Now, I'll simply get the whole vim-latex-1.8.23-20130116.788-git2ef9956 directory and move/copy it inside ~/.vim/bundle.
If you want to open ~/.vim/bundle in Finder, just type
open ~/.vim/bundle
and you will get a nice file manager to help you.
That's how pathogen works for virtually all plugins. Note that vim-latex requires you to set some settings in your .vimrc. Just repeat
open -e ~/.vimrc
and add stuff after the pathogen line.
I really hope my answer helps. :)
Best Answer
The first question you should ask is whether the package you are trying to install is already installed on your system. If you are using MacTeX as your distribution (which you probably are) then most packages are already available. Within TeXShop you can choose the "Show Help for Package" item from the Help menu and enter your package name. (Or make a simple document that loads the package to see if it doesn't exist.)
Installing packages or classes
If the package doesn't exist, then this answer:
covers everything you need to know.
On a Mac, local additions go into the
Library/texmffolder of your Home folder (~/Library/texmf). Unfortunately on OS 10.7 and above, the user Library folder is typically hidden from view. It is, however, easy to access it through the Finder's Go menu: hold down the Option key while choosing the Go menu, and the local Library folder will appear in the list. Alternatively if you type Command-Shift-G you can enter the folder path directly (~/Library/texmf)You never need to update the file database for local additions to this folder.
If the
texmffolder doesn't exist, you will need to create it yourself along with the subfolders necessary for TeX to find things properly (see the linked question for the correct hierarchy). For a one-click version of this you can use this utility:Installing fonts for pdfLaTeX
Fonts which are to be used with pdfLaTeX should never be installed in this folder. See the following question for details about how to install fonts properly.Installing fonts for XeLaTeX or LuaLaTeX
These fonts should not go in this folder either, but should be installed as system fonts in the same place that any font on your machine would go. On a Mac this is `/Library/Fonts`.