After some discussion this morning it was decided that the best way to implement different platforms (and different Window types, ie, splash windows, dialog, etc) was to make it a submodule.
In Trunk, as of r39, src/windows-glx/ contains the code for GNU/Linux, src/windows-wgl/ will contain the code for win32, and src/windows-agl/ will contain the code for OSX. Each have their own .pxd file making it easy to pull in platform-specific libraries.
We still need to implement a platform-independent sleep function; usleep on GNU/Linux and OSX, Sleep on Windows. Since we need an elapsed time function as well this can be implemented in a few different ways.