How to set up your development environment
For low-level applications
Playing with QEMU
Assuming you are using Debian with on an x86 machine, please execute:
apt-get install qemu
as a superuser, to have QEMU installed. On other distributions, there should be a corresponding binary package for it.
You may download a pre-installed Debian system image for mipsel (MIPS little-endian) here, and if you want to install qemu manually, another guide which tell you how to get your own Debian image for QEMU.
Playing with gxemul
A good guide can be found here. AFAIK, Lemote has some work on gxemul, the version is 0.4.3, upstream is 0.4.7. I am not sure if Lemote's work has been merged upstream or not.
For high-level (GUI) applications
If you just want to develop a GUI application for Gdium, you may do so simply by using your own x86 machine. After it's finished, it can be ported to Gdium easily. As we know, Gdium's screen is 1024×600, so you may want to polish your application to make it more suitable on Gdium. I suggest you using Xephyr. On Debian, you just need to apt-get install xserver-xephyr. Afterwards, you can run
Xephyr -screen 1024x600 :1
and then try to run an application from another terminal. You may get your application to run within Xephyr by doing:
export DISPLAY=:1
run any GUI application here
Now, you will have it run in Xephyr, it's a 1024×600's resolution.