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Currently I have all my media (primarily mp3s) backed up on a 3rd party server where I don't have root access. I'm definitely new to linux but it seems that mpd is lightweight enough that I could compile it on the server and just point the playlist and database towards the appropriate folders. Is this ridiculous? This seems like just a good idea...
You don't need root access to link against the dependencies. If it were me, I would create a directory in my $HOME for installing software; something like $HOME/local. Then when I configured a package, I would pass the prefix as --prefix=$HOME/local. I would also add $HOME/local/bin and $HOME/local/sbin to my $PATH and $HOME/local/lib/pkgconfig to my $PKG_CONFIG_PATH.
Adding /home/eric_the_clerk/glib/ to your $PATH isn't going to resolve the mpd error. mpd is looking for glib-2.0.pc which is installed in /home/eric_the_clerk/glib/glib-2.9.0/lib/pkgconfig. Since this isn't a default directory for pkg-config to search in, you need to tell it to look there by adding the directory to $PKG_CONFIG_PATH.