Android: Swype used to be available only to those who managed to luck into a fairly restricted beta. Now it's open to anyone whose phone happens to meet the hardware requirements.
Although it's pre-installed on the SGS, this is a beta version and should not be installed as it will not work
If you don't have it head over to Swype's site, register for the beta, and you should quickly receive an email (that you should open on your Android device) sending you to the beta download site. Once Swype is installed, you'll be led through setting it up and enabling it on your phone—if that doesn't work, press and hold on any input field, select "Input method," then choose http://beta.swype.com/