Whenever I try to install new software from source g++ complains that there's "no newline at end of file". This doesn't seem to depend on what I'm trying to install. Is there some way to make it ignore that requirement (on a system wide level) or some other way to fix the problem?
It's simply a warning, correct? If you have -Werror in your CFLAGS, remove it.
-Wp,-w will turn all preprocessor warnings (unless you use -Werror). If this happens in some header files we're shipping, let us know, and we'll fix it, otherwise fix the sources you're compiling. All files passed to the preprocessor should end with a newline.