In its push to make installing its custom firmware easier for the average user, CyanogenMod has just launched its
installer app in the Play Store. You'll need more than just the app to get through the process, however. After installing and going through a few basic instructions related to turning on USB debugging and the like, you'll be pointed to its get.cm website to download the desktop software to initiate the install. You'll still need a Windows PC (running Vista or later) and a good USB cable to get your phone flashed with CyanogenMod, which adds another wrinkle of complication to the process. The combination of apps on your phone and computer should make it pretty simple though, provided your phone is on the list of compatible devices.