install grib api from scientific linux 6.5 repo: yum install grib_api.x86_64 grib_api-devel.x86_64

build libproj from metacrs repo:

umask 0022 
cd /opt/src/metacrs/
svn checkout http://svn.osgeo.org/metacrs/proj
cd /opt/src/metacrs/proj/trunk/proj
./configure --prefix=/opt/sw/metacrs/proj
make 
make install

install pyproj: http://code.google.com/p/pyproj/downloads/list

umask 0022 
cd /opt/src/pyproj/pyproj-1.9.3
python setup.py build
python setup.py install --prefix=/opt/sw/pyproj/1.9.3

http://code.google.com/p/pygrib/downloads/list

umask 0022 
cd /opt/src/pygrib/pygrib-1.9.8
python setup.py build
python setup.py install --prefix=/opt/sw/pygrib/1.9.8

Settings for .bashrc:

export PYTHONPATH=/opt/sw/pyproj/1.9.3/lib64/python2.6/site-packages:/opt/sw/pygrib/1.9.8/lib64/python2.6/site-packages:$PYTHONPATH

usage in python:

python
import pyproj
import pygrib