You don't need to compile vim for clipboard support these days. On Mac, `brew install vim`, on Ubuntu `apt-get install vim-gtk`. The latter I think comes with the gui version of vim but you don't have to use it, it also includes a `vim` binary with clipboard support.
That's a good idea, but only for those who need to have full XCode installed. If you only have XCode Command Line Tools installed, I think it's better to just use console vim + tmux.
I wasn't aware you needed full XCode. That is a burden.
You can also brew cask install macvim and symlink the console exe from within the .app bundle (which is essentially what the regular brew formula does as well).