On Debian-based distributions, such as Ubuntu, you can install Hudson through apt-get.
Recent versions are available in http://hudson-ci.org/downloads/debian/
Installation
$ sudo sh -c "echo 'deb http://hudson-ci.org/debian binary/' > /etc/apt/sources.list.d/hudson.list"
$ sudo apt-get update
$ sudo apt-get install hudson
Upgrade
$ sudo apt-get update
$ sudo apt-get safe-upgrade
What does this package do?
Hudson will be launched as a daemon up on start. See /etc/init.d/hudson for more details.
The 'hudson' user is created to run this service.
Log file will be placed in /var/log/hudson/hudson.log. Check this file if you are troubleshooting Hudson.
/etc/default/hudson will capture configuration parameters for the launch.
Where to go from here?
Try Hudson locally : http://localhost:8080 and install whatever plugins and more you need.
You might want to make Hudson visible through Apache, to make it available on port 80 (for example, http://myserver/hudson/ instead of http://myserver:8080/). See this blog for more details