Update (2013/06/11)
It seems that I missed the dev package for python, I added it below.
Also, if pip fails for some reason and the apt commands are available, you can try your luck with apt-get.
Thanks to the good folks who commented below!
Install pip to install dependencies
sudo apt-get install python-pip
Install dependencies
sudo apt-get install python2.7 python2.7-dev
sudo pip install fpconst
sudo pip install nltk
sudo pip install SOAPpy
sudo pip install pyPdf
sudo apt-get install libxml2-dev
sudo apt-get install libxslt-dev
sudo pip install lxml
sudo pip install pyopenssl
(Download from http://www.secdev.org/projects/scapy/)
sudo pip install scapy-latest.tar.gz
(Download from http://pysvn.tigris.org/)
sudo pip install pysvn-1.7.6.tar.gz
or
sudo apt-get install python-svn, if on Ubuntu
sudo pip install pybloomfiltermmap
GUI Dependencies
sudo apt-get install graphviz
sudo apt-get install libgraphviz-dev
sudo apt-get install libgraphviz
sudo apt-get install python-gtk2
sudo apt-get install python-gtksourceview2
sudo apt-get install python-gtksourceview2
Finally, w3af
svn co https://w3af.svn.sourceforge.net/svnroot/w3af/trunk w3af
./w3af_console
or
./w3af_gui
Enjoy!
References
[1] http://survivalbit.com/blog/article/w3af-virtualenv-osx/