I was able to use the a wired Logitech gamepad with the Oculus World Demo (Tuscany, non Unity version) on OS X without any problems.
For Half-Life 2 on OS X, I had issues with the built in gamepad support. I tried a couple of different approaches, including the program "USB Overdrive", but I settled on Joystick Mapper.
The app costs $4.99, but it lets you map any joystick button / axis to a keyboard button / mouse click / mouse axis. So you can map left analog stick to WASD, and right analog stick to the mouse, which works great in HL2 and should work for other OS X apps too.