Here is a quick installation script to install redis in ubuntu 12.04 with init support:
I am using redis version: 2.6.13
sudo sh redis-installation-ubuntu.sh
You can check your installation with a ping in redis cli:
redis 127.0.0.1:6379> ping
All this installation script does is just download the redis source and compile it locally and then run a script supplied by redis to create the necessary redis init configuration.
Before running the script please make sure that your are downloading the latest stable release of redis from: http://redis.io/download
Then simply change the download information (line 8), tar file name (line 9), and directory name (line 10) in the script.