General Setup for Developing / Building Software

Text Editor

Get a real one

Compilers

On OSX

XCode 

Get the appropriate version of XCode from http://developer.apple.com/mac, e.g. 3.1.3 for OSX 10.5, 3.2 for OSX 10.6.

Fortran

I just install the R package, which also installs a fortran compiler in addition to Tcl/Tk

On Windows

If you don't already own Visual Studio, you can install a free compiler based on GNU / GCC. I use mingw, but you get a more complete Unix command-line experience from cygwin.

On Unix

You're probably all set already! See what happens if you type "gcc" at the prompt.