Add build instructions to the readme.
Add an appropriate error message if libX11 is missing.
Use X11_CFLAGS during the build so we find the right xlib headers.

We don't need x11_libs, because we don't directly call any xlib
functions.  We're just passing xlib types around.
Disable EGL on OS X.

It doesn't exist.  There's EAGL, but that's not something we're
covering.
Fix signedness warning on OS X build of the testsuite.
Fix the path to the GL library on OS X.
Fix the build of the headerguards test on OS X.
Use the right library name for GLX on OS X.