Here's one of those modding must-haves that's basic, yet easy enough to forget about. If you're going to install apps that don't live in the Google Play Store, like the Google Experience Launcher, the OnePlus One lock screen, or something that needs root privileges like the Xposed Framework, you need to turn on this setting.
All you have to do is go to Settings -> Security, then check the box next to Unknown sources and you're good to go.
With that done, you can install any APK file that you'd like onto your Nexus 4, Nexus 5, or any other Android phone.
Have an iPhone? See everything that's new with Apple's latest iOS update: