To answer my own question. Yes, AGG is tested on Windows,
> Linux, Sun, SGI, and Apple (MacOS X, X11)
Agg is already built into the matplotlib windows installer. No need
to build it yourself. If for some reason, however, you want or need
to build it yourself, download
http://matplotlib.sourceforge.net/win32_static.tar.gz, untar it in
your matplotlib src dir, and follow the instructions in the README in
the win32_static dir and in setupext.py.
As for linux, OS X, and unix, the matplotlib src distribution comes
with agg. No need to download it separately. Ditto for CVS checkouts
(this is a recent change).
As for building matplotlib + agg into a py2exe installer, yes this is
possible. See Matt Fischler's post on this list "How to freeze your
matplotlib apps using py2exe"
Hope this helps,