"Pre-process" isn't quite accurate. To me that implies processing before serving, but it appears JSX is processed in the browser by a transpiler weighing in at 300k (uncompressed). http://fb.me/JSXTransformer-0.3.0.js
npm install -g react-tools
and you'll have a jsx command available. We cover this towards the bottom of this page: http://facebook.github.io/react/docs/getting-started.html
edit: The fact that the pre-processing library is 300kb uncompressed is a pretty huge deterrent.