Apple just pulled the final and public version of iOS 4.2 for all iDevices. It is now available via iTunes. Just connect your iDevice with your PC, run iTunes and check for update to install the latest iOS 4.2 on your phone.
Make sure to backup your devices before you go for update. All those who rely on unlock must not try to update otherwise they’ll lose the unlock feature because there is no unlock tool available for this iOS version.