Do you know if it supports non-standard baud rates on OS X> (Maybe Linux too?)

I use FTDI because I can easily run comm ports at 3 Mbit/s. OSX (and I think Linux too) does support comm ports at non common baud rates. I'm looking for a way to add decently quick USB comms to a device without writing my own drivers. FTDI seems like the only option. Using HID is limited to 64KB/s.

Yes, Linux too. I'm running 2 MHz, the fastest that my jelly bean microcontroller du jour can do. I'm using FTDI on the remote end, and Python serial port drivers on the PC. I'm finding that with relatively little effort, I can make my gadgets and support software run on both Windows and Linux with no code changes, which probably sounds pretty mundane to experienced hackers, but is a convenient benefit nonetheless.

You could always just use libusb to talk to your device (e.g., an AVR w/ V-USB or another microcontroller with actual USB support) from user space, instead of fooling around with fake COM ports.

That's probably what I should do. I bought a book on usb and started learning a bit about the protocol. Are there any good Libusb projects that would be a good example? Most I was were for using libusb to talk to an existing device class. I'd like a sample that contains both device and host?

Take a look at how avrdude works over libusb. That's a pretty good example of bulk-upload and bulk-download and various types of things you're likely to want to do with a microcontroller.