Writing
Text Input
Sublime Text is my new text editor of choice. Stata 13 package for Sublime Text by Andrew Heiss provides nice coloring and incorporation with Stata.
Text Processing
I used to use MultiMarkdown by Fletcher Penney. I just switched over to using John MacFarlane’s pandoc. Pandoc can take take inputs from pretty much any source (e.g., docx, txt, md, latex, pdf, etc.) and output them to pretty much any destination (e.g., docx, txt, md, latex, pdf, etc.). I write in the pandoc dialect of Markdown and convert them to other formats as necessary.
Typesetting
The front-end for plaint text documents converted into LaTeX format is TeXShop. MacTeX is well maintained, and once installing the full distribution, I don't have to worry about any of the TeX/LaTeX background stuff.
Citation Management
I previously transitioned from BibDesk to Papers. I have been woefully regretting that 17-month stint in recent weeks. (Papers 3 nuked the link between each bibliographic entry and the PDF file for it, and their support staff has not responded to my request for support.) I'm slowly transitioning back to BibDesk. Pandoc should be able to handle processing citations in RTF and Word documents, which was the only reason I had switched to Papers.
Markdown Utilities
Various tools by Brett Terpstra for formatting tables and paper structuring and use Marked 2 for previewing Markdown-based writings.
Statistics
Packages
Stata most of the time; trying to get myself back into R
Graphs and Diagrams
Charts are mostly generated in Stata but sometimes with OmniGraphSketcher; diagrams are always generated with OmniGraffle Professional. Trying to do more in R and Mathematica
How-Tos
In graduate school, I maintained a blog on various statistics and computing how-tos. I no longer maintain it, but it is archived here. One of the most popular entry on that blog is “Reshaping Panel Data Using Excel and Stata”.
Utilities
Window Management
Zooom for window movement and sizing; Stay for restoring/resizing windows when moving to different monitor settings (e.g. work/home/mobile)
Automation
AppleScript for scripting (Learn AppleScript: The Comprehensive Guide to Scripting and Automation on Mac OS X is the best reference I have come across); LaunchBar for launching/searching/etc.; Keyboard Maestro for shortcut macros; TextExpander for keyboard snippets; and Hazel for automatic file management
Miscellaneous
Of course, Dropbox and 1Password; and SuperDuper! for non-Time Machine back-up
iPad/iPhone Apps
Reading
PDF Expert for reading and commenting on all things PDF; Reeder for RSS feeds (via Feedly). The Economist has a fabulous digital magazine
Miscellaneous
GoodNotes is awesome for stylus-based note-taking and sketching, and I'm starting to use Paper with Pencil, which has great palm-rejection, for taking hand-written notes.
Syncing with Mac
Byword for writing; used to use TaskPaper for task management but it's being phased out, so starting to switch to Todo.txt; Dropbox; TextExpander; and 1Password
And for Fun!
Paper for doodling and sketching; Netflix for Netflixing; and Toca Boca makes great educational games for kids.