We now have pre-built wheels for Linux, Mac (>=10.9) and Windows. Please give it a go and let us know of any problems you run into. You can install it by running:
pip install --pre pygame
(the --pre flag, to install a pre-release, may not be necessary in this case, but it won't hurt).
We're already aware of some issues on Mac with Pygame inside virtualenvs (and other non-framework Python builds):