I get the error: "no video devices available"
SDL doesn't use the X11 video driver if it can't open the X display, and if no other drivers are available, it will report this error. To fix this, set your display environment variable appropriately:
DISPLAY=:0 ; export DISPLAY
setenv DISPLAY :0
If you still have problems, try running
xhost + localhost
Finally, if all those didn't work, and you built SDL from source, make sure that you have the X11 development libraries installed, otherwise you'll get a version of SDL that doesn't include X11 display support. After you install the X development libraries, you need to "make clean" and then rerun the configure and build process.