This method can be used to build the development version (2.9) of wxPython on linux.
1) Install these pre-requisites:
opensuse 12.2
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zypper in gtk2-devel freeglut-devel gstreamer-0_10-devel gstreamer-0_10-plugins-base-devel python-devel
Fedora 17
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yum install gtk2-devel freeglut-devel gstreamer-plugins-base-devel python-devel
Ubuntu 12.04 LTS
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apt-get install g++ libgtk2.0-dev freeglut3-dev libgstreamer0.10-dev libgstreamer-plugins-base0.10-dev python-dev
2) Now on to building:
tar xf wxPython-src-2.9.4.0.tar.bz2
cd into the directory it creates
patch -p0 < wxPython-src-2.9.4.1.patch
cd wxPython
unset PYTHONPATH
python build-wxpython.py --build_dir=../bld
3) When it finishes building, add the directory it tells you to to the beginning of your PYTHONPATH environment variable. That's it!