SmugDav for Macs is super easy
For Mac OS X 10.4 and above:
Short version: Finder -> Go -> Connect to Server -> https://upload.smugmug.com/smugdav.mg
Details:
- Click on your Desktop, anywhere. Then go to the top of your screen, the Finder menu
- Click "Go"
- Click "Connect to Server"
- You will see a dialog box like this:

- In the Server Address box put https://upload.smugmug.com/smugdav.mg
- Click Connect
- In the WebDAV File System Authentication box, enter your SmugMug nickname and your SmugMug password.

- Wait for the system to connect, you'll then see a SmugDav folder on your Desktop.
- You can now use this like any folder on your Mac. Explore, drag folders or files to your desktop. That's it!

Try connecting via http:// instead of https://. This worked for me. Leopard appears to be more strict about validating SSL certificates than SmugDAV can tolerate.
I was just able to log in with OS X 10.4.11 and navigated to the "Military" folder, which is the only category I made. I can actually see one of my galleries and the files in it. Unfortunately, I have four galleries – all under "Military," all password protected, and all the same settings as the one I'm able to view – but none of the other three are even listed, as though they don't exist.
Just another data point. Hope it helps. I sure would like to see this work.
I found my solution. The gallery name that showed up had a hyphen in the name, whereas the ones that didn't show up used an 'en' dash (produced on the Mac by the key combination Option--, a.k.a. Option-dash). Once I replaced the 'en' dashes with regular ol' hyphens, the missing galleries appeared. For the record, one gallery also uses parentheses, and SmugDAV has had no problem with it.)
Hope this helps someone else.
This causes big problems for me... I can connect using the above instructions, but my Finder window doesn't display anything in it. If I open terminal and go to /Volumes/smugdav.mg, I can see all the folders there. But when I try to list the contents of any of the folders, the terminal window hangs and the rest of the OS starts to act flakey: when I try to start any new programs, the icons bounce on the dock for a long time and when they stop bouncing, the program window ever appears. At that point, Force Quit doesn't kill the programs either (including Terminal and Activity Monitor). I end up having to reboot the computer.
I'm using MacBook Pro running Leopard on a fast internet connection. Any thoughts?