I spent a not inconsiderable amount of my weekend trying to move (again) from MS Money to iBank 3. In the end I had to trash my entire history to do so, and am running MS Money and iBank 3 in parallel for a trial.
Anyway, assuming you have not had the misfortune to use Quicken or MS Money under windows (I say misfortune because if haven't, you will never know how barren this area is on the Mac) then you could try the following.
iBank 3 (Really quite nice actually)
Money Dance (Looks horrid, but some nice features)
Cha-Ching (Very simple, doesn't allow direct bank downloads though)
Avoid Quicken for Mac. It's ugly, buggy and doesn't allow multi-currency. Alternatively try MINT or Quicken Online (both are nice IMO), they're platform neutral and just work in a browser.
http://www.mint.com/
http://quicken.intuit.com/online-banking-finances.jhtml