Investpedia has a concise list of the ways to invest in gold but doesn't really get a the pros/cons so I'll talk about that a bit.
Physical gold is one common method of owning gold (coins, bullion) but it has a number of costs and risks. The cost of safe storage usually a deposit box or a vault can really eat into your wealth. The cost of the coins can be sometimes much higher than the value in gold so watch where you buy. Also, in a truly end of civilization scenario you probably wouldn't be able to get at the gold. Storing it in your house however carries risks of theft which can be devastating. You can insure the gold but that costs more than deposit storage.
Jewelry and collector coins can look rather pretty but you pay quite a premium over the actual costs of the coins. They carry the same theft risk as well.
Gold ETFs and Mutual Funds track the value of gold fairly well even during the last crash. If you go with a large reputable fund your odds of getting scammed are likely much less than buying coins where people get scammed rather frequently. Still you replace the storage risk and costs of storage with the risk that the ETF/Funds/Banks will fail in which case you may not always get back the full value. Most funds hold physical gold, but some funds use gold futures instead which has some extra risk that the futures won't track gold but has some nice tax advantages over physical gold etfs and holding coins.
Gold futures are complicated and likely too expensive for a individual investor and have some of the same risks as an ETF or mutual fund.