For UNIX: the Mesa 3-D graphics interface. This implements most of the functionality of the OpenGL standard, and we will be using it during the semester. Mesa has a BSD-like license, so anything you develop with it is all yours, and you can do whatever you want with it.
Here is a typescript session of an actual configuration and installation of Mesa 3-D on a FreeBSD-4.2 box. The process should be similiar for your Linux, NetBSD, OpenBSD and Solaris machines.
For Mac: Andrew Serff forwarded this link to an OpenGL SDK for the Macintosh.
For Windows: you can find binary-only libraries (but with headers, of course) in this self-extracting ZIP file available from Microsoft. You will also need to grab this ZIP archive of the GLUT libraries, which is also a set of binaries.
Click here to access the textbook author's OpenGL help page, which has a few more options for these and other architectures.