Debugging on OSX works fine. OSX Mavericks broke it but now it is fixed with Unity 4.3.
There is a weird thing with Monodevelop on OSX where the "connect to debugger" pane is super laggy, and yeah, you have to select your debugger connection as fast as possible. If you let it sit there it doesn't work for some reason. That's been a bug for years.
My other annoying OSX bug is that for some reason on my macbook pro retina (it worked on my old macbook pro) the shift-cmd-b hotkey doesn't work. Other than that I haven't noticed any problems with Unity3d on OSX vs Windows, and I use Unity3d on both for 8+ hours a day.
There is a weird thing with Monodevelop on OSX where the "connect to debugger" pane is super laggy, and yeah, you have to select your debugger connection as fast as possible. If you let it sit there it doesn't work for some reason. That's been a bug for years.
My other annoying OSX bug is that for some reason on my macbook pro retina (it worked on my old macbook pro) the shift-cmd-b hotkey doesn't work. Other than that I haven't noticed any problems with Unity3d on OSX vs Windows, and I use Unity3d on both for 8+ hours a day.