You asked how my locale looked, I've got:

10-92-86-47:Python-3.0 nelis$ locale
LANG=
LC_COLLATE="C"
LC_CTYPE="UTF-8"
LC_MESSAGES="C"
LC_MONETARY="C"
LC_NUMERIC="C"
LC_TIME="C"
LC_ALL=

So I the LC_CTYPE is indeed UTF-8. I can also confirm that I can make if
I first run `export LC_CTYPE="nl_BE.UTF-8"' (the setting a friend of
mine has). I still get the following error, but I think it is unrelated
and I can ignore it and go on:

Failed to find the necessary bits to build these modules:
_gdbm              ossaudiodev        readline        
spwd

Afterwards I have been playing around with internationalization a bit,
trying to change the LC_CTYPE. Changing it to "United States
(Computer)", or to "Belgium (Dutch)" changed the other locale settings
to nl_be.UTF-8 but not the LC_CTYPE. The problem might be in OSX, but it
is still strange that this makes building in python impossible.