Unless I'm just terribly mistaken, good luck getting pyglet to run on OS X right now. However, I really hope I am wrong, because that means I was just being a fool last week and will soon be using pyglet.

Pyglet is very slow for releases, it's almost always better to build it right out of hg (pip install hg+https://pyglet.googlecode.com/hg/). It's had Cocoa support for something like a year, at least.

Looks like pyglet now runs on OS X: http://www.pyglet.org/news.html

That's sad to hear - I ran in to that last week with pygame (can't run it in a 64 bit environment on OS X).