For this book, I used my MacBook and an Ubuntu virtual machine (GDB is too old on Mac OS X for debugging). You will require the following on Mac OS X:
On Ubuntu, you can install most components via the following:
$ sudo apt-get install build-essential gdb cython
Of course, I will go over this in the introduction, but as long as you have a C compiler and Python and have Python headers installed, you will have everything you need for Cython.