Toolchain building tutorials

Although not strictly required, you can roll your own toolchain that can be used to build eLua. As explained here, eLua can generally be built with ready-made toolchains (with the exception of the i386 port), but you might still want to build your own toolchain for various reasons:

Three separate tutorials explain the procedure of building a regular ARM toolchain, a Cortex-M3 toolchain and an i386 toolchain, respectively.