Well they've said in the past that they're focussing on windows only for the moment but may investigate other OS's down the line.
There are many games here that are bundled with either DOSBox or SCUMMVM, both of which are available on the mac from what I'm told so games like that you could buy and use witrh relative ease.
There's a thread somewhere in the general forum that lists the games that work in linux/mac, I'd serrch for the link but Im on dialup speed at the moment

Here the link to the Linux/Wine compatability thread:
http://www.gog.com/en/forum/general/gog_games_that_are_working_fine_with_linux_wine

I've asked GOG about zipped versions of DOSBox games.
They reply me that (sadly) game agreements are for Windows only. You can buy DOSBox (or ScummVM) games and run them but there will be no seamless "OSX version" as far as they know.
I've got Heroes (DOSbox) running in OSX, you can read installation howto in the topic:
http://www.gog.com/en/forum/heroes_of_might_and_magic/heroes_on_mac_os_x/perm=5/#p_b_5
For Windows games, read the topic linked in the previous post.

I wonder how well these games would run in parallels. The ones that don't require directx9 should run in parallels 3.0 and the ones that do should run in parallels 4.0. I only have 3.0 so does anyone here have any experience with running these games in parallels?

All I know is that Heroes III runs well on Windows XP in VMware Fusion 2 (I don't have Parallels).
Note: Heroes III is no more the top notch in graphisms ;).