Good question:
For me, macports is the one.
Why? I'll bypass a lot of stuff and cut right to the chase:
The party is over with regard to malware, trojans and the like. Paging through the last security update, there were some vulns that were from the summer although the cure only came last week. Redownload the developer tools, recompile your macports install, and you have a functioning toolchain that is not dependent on Cupertino, since the Dev Tools from your install disk will serve. Who uses an old version of Openssh? Now it does take some care and feeding, like running port selfupdate every day, and the big tip is to check
port variants
so if you have a python dependency, you can run
port install python +no_tkinter
and avoid the agonizingly long Tk install, which would be most unwelcome on a Quartz architecture anyway.
With this, you can freely run software update and not have your stuff break, since it does not depend on anything but the compiler from apple. I've used it for a long time, and although I tried some others, namely Homebrew, I think that depending on apples versions means inheriting their security flaws. Remember that PDF hole on the iphone? I deploy on Linux anyway, so for me, macports tree is the 'office' and my budding MacOS dev career is 'home'
Just an opinion, but the separate tree for all the code is a big plus for me.
If you are looking to install some common command line tools which are not included in Mac OS X, you might have some success in the Rudix program, which offers pre-compiled versions of many utilities in a ready-to-install DMG/pkg format.
Rudix: The hassle-free way to get Unix programs on Mac OS X
Best Answer
iTerm 2 claims to be able to do this.
Edit: I just downloaded it, and it seems to work well enough that I think I'll switch from iTerm 1:
I'm not sure what's going on with you and macports, but I just installed tmux using macports. it took about 30 seconds, and was completely painless.
FWIW, I've subsequently spent enough time with GNU screen that I basically just use it for everything at this point. iTerm is nice if you want a local, mouse-driven multiplexer, but almost everything I do is server-side at this point, and doing it all over one SSH connection is much better anyways.