I recall that there was a problem with the default install of a particular version of Mysql, where the program referred to /var/tmp/mysql.sock but the config as installed referred to /tmp/mysql.sock. If you look at your my.cnf file ( I don't know where it is on your system ) it may be referring to the wrong path.
Don't know if that's the case here, but it might be worth a look.
Are you using the OS X firewall? If you are, you might need a port open on 3306.