(2013-March-11)
Problem
I downloaded wxPython 2.8.12.0 but the build instructions page don't resemble what I actually have. Specifically they refer to a script called build-wxpython.py which I don't have.
Solution
There are
instructions in the wiki for building 2.8.x.x. This is what is simplified by the build script for 2.9.x.x.
Frankly unless you need the 2.8 for something specific, just get and build 2.9