I've been trying to use fink and apt-get but none of the commands (xorg-dev, xlibs-dev, libx11-dev, x-dev etc.) are working.
Any ideas?
Could you clarify more? What are you trying to accomplish?
Check that you have X11 installed in your Utilities folder; if it's missing, install it from the Snow Leopard DVD, the Optional Installs package. Once that's in place, install Xcode. It can also be installed from the Snow Leopard DVD, or a newer version can be downloaded from Apple's Developer site. Between those two things you should have everything you need to compile X11-based code.
Apple provides sources to a large part of Mac OS X (Darwin) here. X11libs-40.3 sounds promising.