UAE on the Mac is pretty much unuseable without the Hi-Toro GUI, though even then the core of the emulator lags far behind the Windows version. Last time I checked it didn't even have a save game option which is essential unless you have the time to play everything from start to finish in one sitting.
Sometimes you're better off playing Amiga ports with SNES9x or ZSNES. These two are as advanced as the Windows versions. They've got to the stage where there's very little that could be done to improve them.