The final M preview will come to you OTA (Over The Air) if you've installed the previous version of the Android M preview, or if you're like us and can't be bothered to wait for it, you can grab the factory image from the Android developer site. Images have been posted for the Nexus 6, the Nexus 9, the Nexus 5 and the Nexus Player.
The Android 6.0 SDK can be installed directly from your existing Android SDK manager, or you can grab a new copy and install fresh.
While "final" sounds pretty, well, final, remember that this is still beta software. There might very well be bugs. For help on installing an Android factory image to your Nexus, have a look here.