Hi!
I had been trying to install ejabberd in Linux Gentoo too much time :-).
And now I did it.
There are following problems in Gentoo Linux.
First and main problem: /etc/init.d/ejabberd is not workable. You should use ejabberdctl instead it.
Second problem does not depend on Linux distrib. But in Gentoo Linux MySQL default listen on non-localhost IP. To connect to the localhost database server mysql console use unix-socket defaultly (even if you provide "-h localhost"). You can provide localhost IP in my.cnf file (bind-address property) or use some other way to do it.
I guess you should public this experience in FAQ (if you want :-)).
P.S. I built ejabberd and ejabberd-modules from SVN.