I like using Ulysses for writing - it also has a decent LaTeX export plugin. The LaTeX processing tools were always a problem though: I could never get everything to work properly on OS X (and the i-Installer process is just hideous). Now I've managed to get a decent process working, compiled from source, thanks mostly to the new beta versions of TeTeX 3: here are the setup notes...
curl 'ftp://dante.ctan.org/pub/tex/systems/unix/teTeX-beta/tetex-texmf.tar.gz'
sudo mkdir -p /usr/local/tetex/share/texmf
sudo mv tetex-texmf/* /usr/local/tetex/share/texmf/
cd tetex-src
./configure
make
sudo make install
sudo ln -s powerpc-apple-darwin7.6.0 powerpc-apple-darwin-current
sudo texconfig confall
sudo texconfig font rw
sudo curl 'http://www.polya.uklinux.net/protcode.tex' \
-o '/usr/local/tetex/share/texmf/tex/plain/misc/protcode.tex'
sudo curl 'http://www.polya.uklinux.net/abbr.tex' \
-o '/usr/local/tetex/share/texmf/tex/plain/misc/abbr.tex'
sudo texhash
Everything's installed under /usr/local/tetex, so you can just get rid of everything in that folder for a clean start.
Do the writing in Ulysses, export the LaTeX file, then use whatever editor you like to customise the markup. I'm using SubEthaEdit, and adding '\usepackage{lmodern}' to the LaTeX preamble to get decent looking Latin Modern fonts.
I'm also running latexmk and TeXniscope to automatically update a PDF preview whenever changes are made to the LaTeX file:
-o '/usr/local/bin/latexmk'
sudo chmod 755 /usr/local/bin/latexmk
$pdf_previewer = 'open -a TeXniscope.app';
$pdf_update_method = 0;
$pscmd='ps -ww -u $ENV{USER}';