Ok I'm a dummy! I just looked over the libsdl.org site again and wouldn't you know it, I found the proper Mac OS X download and inside the proper dmg file was the devel-lite folder in question.

I cracked open Terminal and went to the devel-lite folder as the link mentions and ran the gcc compiler and linker with the told commands and viola the SDLMain.a file is now created.

Now... whats all this about linking toward Cocoa? And where is the best place to put SDLMain.a? I figure in the same main folder as my project in question, no? I'm using the latest version of Lazarus for Mac OS X (that's v0.9.28.2 beta as of this post) would Lazarus not have this taken care of for me?