Build all commands at the same time

In Go it's much more efficient to build several commands in the same
`go build` because the build has to load most of the dependency tree
each time.  Roughly 50% on my machine:

Together (go1.2 on OS X):

    real  0m4.049s
    user  0m8.387s
    sys   0m2.766s

Separate:

    real  0m13.392s
    user  0m12.420s
    sys   0m6.882s
Something that's been bugging me for a while is that test-go.sh takes package names with a preceding pkg/ but build-go.sh adds an implied cmd/. Since you're changing this anyway, could you remove the implied cmd/ here? (That way tab autocomplete works ;) )