simple way to get started is

1: duplicate your warcraft folder (i've tried just duplicating the app, but there are issues with some settings getting remembered) folder is about 8-9gigs, make sure you got the space.
2: download clonekeys (mac program similar to keyclone), do a search on these forums for the link.
3: open both copies of WoW
4: open clonekeys, configure your toggle key to turn key boradcasting on/off, add each window of WoW
5: start making your macros, and experiment. i suggest browsing through the Macro/Addon forums, and look at the stickies.

i suggest that you close all other programs completely (right click or control-click, the programs open on the dock, and quit them) whewn you close a program window on OSX, it will sit in active in memory so that i can quickly be reloaded/called back into action. this will tend to soak up more of your system memory, and cause your computer to pageswap to disk like crazy, and dramatically effect performance (especially while entering a major city/or heavily populated area).

also, do a search on how to edit your .WTF file to set your maximum FPS for WoW when it is the forground window, and when it is the background window. acceptable numbers will vary depending on the performance of your graphics card. on my PowerMac G5 (dual processor 2.7 /w ATI X800XT card) running 5 copies of wow i ran 60fps on the foreground, and 15fps on the background, on my MacPro (2.8ghz x 8-Core, Nvidia 8800gt) running 5 copies of wow i have it set to 300fps forground, and 60fps background.

my only limiting factor right now is i need more memory, 8 gigs isnt cutting it, i'm still getting memory pageswaps to disk in high population areas, need to move to 16gigs of ram. Each wow consumes 2+gigs easily, so memory is your friend the more copies of WoW you plan on running.