I have compiled and built the vanitygen code on OS X, and I use it (see the vanity BTC address in my profile... that was generated on my MBP using oclvanitygen).

Depending on what hardware you've got, you can either use the CPU version (vanitygen) or the GPU version (oclvanitygen).  For example, I've got an nVidia GPU in my MBP, so I use oclvanitygen.  Of course, this requires that I've also got the nVidia CUDA toolkit so it can compile the GPU-specific kernel...