If you have installed the standalone Command Line Tools for XCode on your Mac (i.e. without having XCode.app installed), some of these tools can get a bit confused due to a couple of oversights on Apple's part in finalising the setup.
Note: all commands below will need to be run from an Administrator account, or by an account with appropriate permission in /etc/sudoers.
Sometime when compiling against the preinstalled Frameworks (e.g. Ruby or Python), various tools will inexplicable fail to find header files that are quite clearly there. This is caused by the fact that no XCode has been selected for the command-line tools. Wait, I hear you cry, I don't have XCode installed! Indeed, but you nonetheless need to select one, and point it somewhere where the command line tools exist, like so