Build PyCEGUI from source for Windows
Windows 7 (x64)
The main documentation (found here) does a good job of explaining the process. However, a caveat with x64 is that consistency needs to be maintained across several software packages. In the context of CEGUI, this is particularly relevant in regards to Python and Boost; which is to say that if you are trying to build the PyCEGUI project from the generated solution, and are getting a lot of unresolved linker errors, you are probably trying to link against a 64bit installation of Python.
The solution, as might be expected, is to uninstall the existing 64bit version of Python, and to install a 32bit variant.
Who this affects
An assumption is that this is only a problem for people who installed precompiled versions of boost as provided by these fine people; if you compiled the boost libraries yourself, this may not be an issue.