UPDATE: I had tried the app version before, but trying it again recently is starting to change my mind -- it is pretty useful, and gives menu access to all kinds of different functionality (including Sage in the Terminal). My original answer is below.
To add to @cswiercz's answer, I would say that the "app" version is friendly to certain kinds of users. Running sage from the Terminal becomes useful when you're working on a large body of code, and you want to test using the code as you write. It's slightly more responsive than the notebook for things like docstrings and tab-completion, and I find the up-arrow command history very useful. The Terminal version is also nice when you're going to be printing out a lot of data which you want to skim, but not necessarily store.
I would say that if you're comfortable with command-line interfaces, try the "non-app" version. You can still run the notebook (just type notebook()
to open it), but when you want to switch to the command line, it will be there waiting for you :)
Also, I've been doing development lately from a binary install without any problems.