Nitpicky maybe but how about something like this:

```python
if not site_url:
    if settings.DEBUG:
        site_url = req_url
    else:
        raise ImproperlyConfiguredError("`SITE_URL` must be set. See documentation for django-browserid")
```

Otherwise people might be confused if it says "SITE_URL incorrect" as if the value it's set to isn't right. When in fact, it's not set at all.