Brand-new MacBook pro shows grey screen with throbber in installation
In verbose mode, I managed to find out that the Macbook's boot process froze at some point in the boot process. We were unable to find out why exactly - the last message logged was a complaint from SSH that it can't create a socket, which according to Apple's support resources is owed to an not yet existing internet connection. 

We tried all reset steps (Safe boot; Verbose boot; PRAM/NVRAM reset; SMC reset) without success, but we managed to reinstall OS X from the DVD and it seems to be running fine now.