I accidentally removed way too many files with `rm -rf`. Anyway to recover? While trying to move a git repository, I ran rm -rf desktop and wiped every file I had there.  Normally this would not be that big of a deal since I use GitHub, but I had several hundred screenshots / PDFs that I would like to recover.

What's the best way to go about this (if there is any)? From what I've read I it seems I need to download some external software, but can't seem to figure out which is best.

I am running OS X 10.10.4 on a MacBook Pro, and unfortunately never set up Time Machine.
What you do need to do is stop using that drive until you have sourced your recovery software of choice. Every file you write increases the chances of total loss.

You need something that can scavenge the actual data still on the drive itself &amp; hopefully recognise enough contiguous data that it can recover the files - hence anything that writes to the drive, including even booting from it, will lessen the chances of success.
You cannot, of course, use the same drive to recover to - you would be overwriting what you are trying to rescue. 

Something like maybe Data Rescue or Disk Drill specialise in this type of recovery . The trouble with having done rm -rf is your files never even went through the trash, they went straight to data heaven, so a scavenger is your only hope, I think.