"go get" is supported in App Engine, but only the download part, since the package will be built with your app (either through the dev_appserver, or when you upload it).
go get -d <package>
go get -d <package>
I also had a problem getting the app to upload: "appcfg.py update" would hang during the build phase (may be Windows-specific): https://code.google.com/p/googleappengine/issues/detail?id=9...