Assumes version 2.9.4 and Visual Studio 2010 on a 64-bit Windows.  Adjust as necessary.

-Download the source from the website and move it into "C:/Program Files (x86)/Microsoft SDKs/Windows/v7.0A"

-Download my Python script from "http://wiki.wxwidgets.org/Supporting_x64_and_Win32_within_one_solution".
-Change "dir_prefix" to be "C:/Program Files (x86)/Microsoft SDKs/Windows/v7.0A/wxWidgets-2.9.4/"
-Run the script (from anywhere is fine)

-Open "C:/Program Files (x86)/Microsoft SDKs/Windows/v7.0A/wxWidgets-2.9.4/build/msw/wx_vc9.sln".
-Convert projects when prompted (without backups is fine).
-Add x86-64 build targets:
  -Where it says "Win32", dropdown and select "Configuration Manager...".
  -Under "Active solution platform", dropdown and select "<New...>".
  -Under "Type or select the new platform:", dropdown and select "x64".
  -Click "OK"
  -Click "Close"
-Open "Build->Batch Build..."
-Click "Select All"
-Click "Build"