If you want to use previous versions (currently 2012 SP SP1), they've made it easier to find and download ( see this page), but much of the below will still apply. If you use this new web installer, much of the below no longer applies. If you want the shiny new 2016 monthly releases of Management Studio, which include a handy check for updates mechanism, negates the need for a full setup program and download (since it only retrieves the components you need), as well as a release cycle completely independent from SQL Server, go here (and you can read about it here and here).
