Not that easy to find. for gem-87 only windows binaries are available. But you can get OSX binaries from chris clepper's site. As for PD the windows comes per-compiled, as well you can get an easy double-click installer from Adam Lindsay's site.
OSX CVS - http://taproot.dyndns.org/~cgc/downloads/index.html Windows CVS - http://www.cse.unsw.edu.au/~danielh/bogus/ Windows 0.87 - http://gem.iem.at/download.html
There will be updates to the OSX CVS binaries soon, and the development team are trying to pin down the specifics for the next 'official' point release. Stay tuned...
cgc