Hi friends I've written a little shell script called tools/rockboxdev.sh.
When run, it asks you what target architecture you want a compiler setup for. Then, it downloads, unpacks, builds and installs binutils and the gcc cross-compiler for you.
It should work for SH, arm and m68k and for the SH case it also applies the necessary gcc patch.
This should work on all *nix like systems and cygwin (afaik), but I'm interested in reports and feedback on details and possible problems.
Enjoy! -- Daniel Stenberg -- http://www.rockbox.org/ -- http://daniel.haxx.se/