export PATH=/usr/local/bin:$PATH
brew update
brew install vim && brew install macvim
brew link macvim
You now have the latest versions of vim and macvim managed by brew. Run brew update && brew upgrade
every once in a while to upgrade them.
This includes the installation of the CLI mvim
and the mac application (which both point to the same thing).
I use this setup and it works like a charm. Brew even takes care of installing vim with the preferable options.