I have been having issues trying to compile a few source codes on my MAC OS X.

There was the consistent mysql.h errors. error: mysql/mysql.h: No such file or directory

The fix is quiet simple, as the headers are missing in the default MYSQL binary you install. All you need to do is

Install OS X MySQL Libraries ( http://support.apple.com/kb/HT4006 )

Download the respective file that corresponds to the version of OSX you have installed
For example mine was http://www.opensource.apple.com/other/MySQL-54.binaries.tar.gz as my OX version was 10.6.8

To Install
sudo tar -xvf ~/Downloads/MySQL-54.binaries.tar -C ~/Downloads

If successful, tar should list the many files being placed in appropriate locations