For now the easiest way to make a GUI on macos x in caml is labltk. The 
other option is Lablgtk, but you have to run lablgtk applications in the X11 
server until GTK is ported to use mac-native widgets.

As for coding caml on macs, it's great. I use aquamacs emacs with the tuareg 
mode installed. I'd rather code on a desktop but if you want a small laptop, 
a mac is great.

Installing ocaml on macos:

install macports
open terminal
sudo port install ocaml +labltk

(ifyou need lablgtk2)
sudo port install lablgtk2

Macport's version of tk doesn't give native widgets (whereas the built-in 
distribution does), so then I do

sudo port -f uninstall tk
sudo port -f uninstall tcl

And if you don't like the mac keyboard's placement of the alt key, the 
keyboard control panel lets you swap the alt and apple keys.