I just came across a post on the official Arduino blog about a new piece of software similar to Digi's X-CTU but cross platform for all those people who don't use Windows.

Italian company "moltosenso" has released a free, cross-platform software that allows you to configure all the parameters of your XBee modules. moltosenso Network Manager IRON is the cross-platform answer for the users of Digi International® X-CTU.