I haven't tried Steam's Big Picture mode on my Mac yet, but I presume it too will work just as well. And in some cases that's all you need - the OnLive app, for example, will make use of your controller right out of the box (which is actually easier than it works on Windows, incidentally, where you need to install an official driver), and there are other games around (I've been playing AirMech in my Chrome browser quite a bit lately) that will work great right away.
The port on it is just a standard USB, so it should plug right into your Mac. In short, the best way to use a game controller with your Mac is just to use one of the better controllers out there: the wired version of Microsoft's Xbox 360 controller (or, if you wish, any compatible third-party version). TUAW reader Jon emailed in the other day to ask about possible game controllers for Mac, and while we've covered this issue before, it has definitely been a while.