For those of you who are still looking for a Mac sfz player, I have just found that the Aria player (the engine behind the Garritan instruments) is actually an sfz player, and it works pretty well! The Salamander piano loads in a few seconds on my 2006 mac book pro, and plays very smoothly, better than with any other solution I have tried. You can load 16 instruments, it comes with some effects including a convolution reverb.
To grab it, go to
http://www.finalemusic.com/Downloads, search for the Garritan Aria Player, and download it. It is presented as an update, but it is actually a full installer. You will have to create an account to grab it.
linuxsampler does also a good job apparently, and also implements streaming too. It also plays sf2 and .gig files. I have just loaded the salamander piano and the Maestro Concert Grand, and both play very well...