When creating figures for papers written in LaTeX, I have found it aesthetically unpleasing to have different fonts in the figures than in the text. Most figures I create in either OmniGraffle or Matlab, and here I have relied on regular OSX fonts.
Fortunately, I have discovered that it is possible to use LaTeX fonts in OSX. Apparently, this is now included as a feature in the latest version(s) of the MacTeX distribution (?), but I also discovered that it is possible to just download the fonts (as OTF files) and install them directly:
Download the latest Computer Modern (Latex) Unicode fonts, the ones with *otf.tar.xz extension, from sourceforge
Uncompress the archive
Open the OSX application “Font Book”
Drag all the OTF files onto the Font Book
The end result is that the fonts show up in all OSX applications. All the font names start with CMU, so it is easy to find them when opening the font dialogue in your application.