If you want to install TeX on your Mac, you can do it either by downloading a full TeX Live distribution (2.4 Gb) or by getting BasicTeX (95 Mb), which is 24 times smaller. BasicTeX is a subset of TeX Live and supports standard TeX typesetting functions. Cyrillic fonts aren't included, but it's easy to install them.
To see all installed collections use the following command: $ tlmgr info collections
.
Two collections are recommended for cyrillic documents: collection-fontsrecommended
(collection of widely used fonts) and collection-langcyrillic
for cyrillic typesetting.
Creating a document with the following code will result in working Russian characters in the output file.
\documentclass[12pt,a4paper]{article}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage[russian]{babel}
\begin{document}
Привет!
\end{document}
Compile with XeLaTeX and enjoy!