Here I've installed GCC 4.3 on RHEL4.4, but in principle should work for any distribution.
Download the latest version of these:
Compile binutils first
Add your new binaries to your PATH (export PATH=/home/craigb/binutils/bin:$PATH) and libraries to LD_LIBRARY_PATH (export LD_LIBRARY_PATH=/home/craigb/binutils/lib:$LD_LIBRARY_PATH) next compile GMP
Add these libraries to your LD_LIBRARY_PATH (export LD_LIBRARY_PATH=/home/craigb/gmp/lib:$LD_LIBRARY_PATH), next compile MPFR
Download the latest patches first
Add these libraries to your LD_LIBRARY_PATH (like above), now compile GCC
cd /home/craigb/gcc-build (Note not the same folder as the source)
/home/craigb/gcc-4.3.3/configure --prefix=/home/craigb/gcc --with-gmp=/home/craigb/gmp --with-mpfr=/home/craigb/mpfr
You should find GCC in /home/craigb/gcc/bin!
It is good practise to read the INSTALL and/or README files for all the applications before running the generic configure, make, make install above. If make check or make test is available do that as well.