Best way to get Linux on a Macbook Air
VM

Running in a VM would be the easiest way to go. There are a number of virtualisation apps available on OS X, but I recommend Parallels Desktop. This lets you use OS X and Linux at the same time, but it means that you sacrifice some performance in the VM.

VMs are very simple — select the ISO as the install media, and let Parallels Desktop's automatic install do the rest.

Dual-boot

Alternatively, you can dual-boot using Boot Camp. Begin the Boot Camp process as normal for Windows, but when you reboot after the partition has been created, simply insert your Linux media instead of Windows install media.