Overview
Custom programs may be compiled on Developer+ accounts, which is also bundled with terminal access. Custom programs may be installed under /usr/local.
Per-Language
C/C++
For C/C++ applications, supplying a --prefix=/usr/local during ./configure, i.e. ./configure --prefix=/usr/local && make && make install. In particular, this is negotiated not by C itself, but rather make/gmake and autoconf applications that are used in conjunction with C/C++ applications to manage program location along its toolchain.
Some applications abstain from autoconf usage, and require editing DESTDIR or PREFIX in Makefile bundled with the application. Few established applications adopt this usage.
PHP
This is automatically negotiated without further changes during the install process.
Ruby
This is automatically negotiated without further changes during the install process.
Python
This is automatically negotiated without further changes during the install process.
Perl
This is automatically negotiated without further changes during the install process.