Well, when it comes to SFML I'm fairly sure it's already completely cross-platform and contains everything you need, so you can use the same sources no problem - just build on each platform as required.
As a result, you only really need to set up the IDE (Code::Blocks is cross-platform, by the way!) and a compiler/linker/etc.
There's MinGW for Windows and plain old GNU Compiler Collection for Linux. Not sure about Mac yet but I suppose the tools are out there.
CMake and make tools in general don't seem that hard to use. You can even have a graphical front-end for it and everything.
As for testing, you could probably run a virtual machine but you'd have to pirate OSX if you wanted to use it
As a result, you only really need to set up the IDE (Code::Blocks is cross-platform, by the way!) and a compiler/linker/etc.
There's MinGW for Windows and plain old GNU Compiler Collection for Linux. Not sure about Mac yet but I suppose the tools are out there.
CMake and make tools in general don't seem that hard to use. You can even have a graphical front-end for it and everything.
As for testing, you could probably run a virtual machine but you'd have to pirate OSX if you wanted to use it