I would try it on the pi itself, it seems simpler. The tutorial page you point at lists only gcc and mercurial as dependencies, these are simple and safe to install. Further, you can avoid mercurial if you just download the source as a tarball.
On the raspberry forum there is a useful thread about installing go on the Pi. In particular: you have to set the environment variable GOARM=5 before compiling, to choose the correct ARM instruction set.
I just tested building go on my 256 MB Pi with raspbian.
sudo apt-get install gcc libc6-dev mercurial
hg clone -u release https://code.google.com/p/go #takes several minutes
GOARM=5 chooses an appropriate instruction set
make.bash just compiles, while all.bash runs some tests as well.
Compilation succeeded, and I was able to run the hello.go example.
GOARM=5 ~/src/go/bin/go run hello.go
note that the GOARM variable again needed to be set. Put it in .bashrc or some appropriate place to set it permanently.
Cross-compilation is in general possible, though. These instructions for cross-compiling the kernel, might help.
EDIT: reading further in the forum thread, I saw that there is a
golang package in the raspbian repositories. You could try installing it. According to the forum, you still need the environment variable GOARM=5 when running.