On Mac OSX, the native SSH client can use the built-in keychain directly. To add your private key to the keychain simply use the command:

ssh-add -K /path/of/private/key

As an example if your private key is stored at ~/.ssh and is named id_rsa, you would use the command:

ssh-add -K ~/.ssh/id_rsa

You will then be prompted for your passcode, which will be stored in your keychain. After this you should be ready for a password-less login.