I've checked in the Nixie multiplex code for the ATMega into GitHub. It's available here.
To get started, you need to get an ATMega328P in whatever form factor you prefer. For getting started, you probably want the DIP variant for breadboarding.
To compile the code, you need to get it from the GitHub repository. You'll need the AVR GCC toolchain. Just type "make" and the makefile will make a .hex for you.
Edit the Makefile and set the type of programmer you're going to use. By default, it's configured to use a USBTiny (or a clone). Wire your chip up for ISP programming. You'll probably want something like this to make it easier to breadboard.
Connect up your AVR programmer to the chip and type "make init" to have the makefile fuse and flash the chip.
Having done that, you can now connect the SPI pins of the chip up to your host. If you write a "1" to the E bit of the config register (see the README on GitHub), then you should see the multiplex action begin to happen on the element select lines of the chip.