In this post, I am going to provide all of the links you need to get started with compiling ActionScript 3 and Flex 2 / mxml from the command line (on Mac, Windows and Linux). I have had to send this info out in about 3 different emails today, so I figured I would post it here to get everything in one place.
Remember that both ActionScript and mxml / Flex files are text based, so you can use any editor that you want, and with mxmlc compile on virtually any system that you want to (although the alpha is currently only officially supported on Windows).
First of all, the command line compiler for Flex 2 and ActionScript 3 is called mxmlc. An alpha version is currently available as part of the Flex Builder 2 alpha install.
You can find information on how to get the compiler, and how to set it up here.
You can find information on compiling on non-Windows platforms here:
Compiling on Mac and Linux and here.
You can find a listing of command line options for MXMLC here.
Once you get everything setup, then check out the Labs wiki, for tons of ActionScript and Flex info and examples.
Post anything that I missed in the comments.