I just pushed a lot of changes to the setup scripts, brought on by a nice pull request to add in support for OS X in the setup scripts (in addition to the development instructions)
OS X really wants stuff run as you, and that required not running the whole script as sudo.
(Previously there was a patch set that also had added Arch Linux)
So, thinking about that, I decided to also make the app run as "vespene" at the same time, with "vespene" owning /etc/vespene and /var/log/vespene files and so on.
As a result, the "setup/" scripts are quite different now, so let me know if you experience any problems.
I am not a bash wizard and I am quite open to improvements, especially where it might hide some errors, noise, or prevent running initdb twice or what have you.