I've been using my DHD with Mac exclusively. no issues there. having said that, I didn't try to sync to exchange form it. I only connect the phone to my Mac as a storage device and move files from and to. It is not an iPhone, you don't need any special software to do any file movements.
There is a software from HTC called HTC sync that can do some things, like sync outlook emails or download apps through it. This software, as far as I know, is only for windows. Having said that, as I mentioned above, I don't use it and didn't need to use it to upload/download images, music, videos, etc...
On a side note. if you want an HTC phone, do one thing after you get it, download an sms backup software and get in the habit of doing a backup of your sms as often as you can. Sometimes sms tend to vanish from the phone for no apparent reason. not sure if it is an Android issue an HTC issue or my vodafone ROM of android on an HTC issue!
