I'm super annoyed that the one function I need to get working doesn't even work in 32 bit in OpenBUGS (It probably would work in WinBUGS but it's hard to configure). So right now I am working on an Ubuntu machine in 64 bit installing interdependencies for PyMC to work...
Then I have to basically reprogram my work in PyMC, but then I should be good to go, pending tests!
This is why we build small proofs of concept first, then iterate and debug. A large fragile system that can't be debugged until it's complete is prone to much more expensive failures than one where you can test and iterate along the way.
Yeah. You should think about ways to test each component as you start writing it, before investing too much time on a particular approach. Goal is to determine whether the approach will work, not necessarily to get the full result.