Hmmm...actually, it took forever downloading HDF5 (probably because it was using FTP). I didn't see any errors related to the download, either on the command line, or in the install log.
A couple weeks ago I had the same problem with HDF5... I've mirrored all the files on the yt.e.o website, and they now verify against MD5 sums.
So, stick with what's working, and hopefully it will help keep the dependencies at a reasonable level, which makes all of our lives easier.
This was basically my thought process, too. :) I evaluated zc.buildout, and had it mostly working, about a year ago -- but it was unwieldy and just not well suited. I guess the shell script is the way to go for now! Thanks again for your input; I hope the new revisions help to provide a more stable installation! -Matt