This has simplified considerably after moving to junegunn/plugged!
Simply clone the dotfiles, start vim and run the command
cd ~
git clone http://github.com/cjayb/dotfiles.git dotfiles
vim
:PlugInstall
To get the links right, first do
ln -s dotfiles/vim .vim
ln -s dotfiles/vimrc .vimrc
ln -s dotfiles/gvimrc .gvimrc
ln -s dotfiles/bashrc .bashrc
ln -s dotfiles/git-completion.bash .git-completion.bash