Shouldn't I use a binary package instead?

Short answer: Yes!

Slightly longer answer:

Most Linux distributions and BSD projects provide binary packages of the Nagios Plugins. These are usually well-integrated and much easier to deploy and maintain, so we strongly recommend using them whenever possible.

Our source tarballs and the associated documentation are primarily intended for package maintainers, for those users who'd like to test them, and for the rare occasions where using a binary package is not feasible for one reason or another.