Start by installing all necessary dependencies, and mercurial and checkinstall for the installation:
sudo apt-get install python3-dev libsdl-image1.2-dev libsdl-mixer1.2-dev libsdl-ttf2.0-dev libsdl1.2-dev libsmpeg-dev python-numpy libportmidi-dev ffmpeg libswscale-dev libavformat-dev libavcodec-dev checkinstall mercurial
Then download the latest version of the Pygame source code with the following command (this uses mercurial):
hg clone https://bitbucket.org/pygame/pygame
Go into the downloaded Pygame directory:
Compile the source code by typing this command into the terminal:
python3 setup.py build
Finally install Pygame by doing this:
sudo checkinstall python3 setup.py install
Click here to read why you should use checkinstall.
Use this command to see information about your pygame installation:
apt-get cache show pygame
And this command to uninstall Pygame:
dpkg -r pygame
sudo apt-get remove pygame
The most recent stable pygame version when writing this is 1.9.1 (which is from August 2009). I did this installation on Ubuntu 12.04 and this was needed since there isn’t a python3-pygame available in the repository.