Compiling TeXmaker has become very easy with the latest version of Qt (>=4.2):
- Install Qt (grab qt-mac-opensource-*.dmg from ftp://ftp.trolltech.com/qt/source/ )
- decompress the TeXmaker distribution and launch qmake in a terminal:
tar jxvf texmaker-1.4.tar.bz2
cd texmaker-1.4
qmake-4.2
open texmaker.xcodeproj
- build the project in Xcode (select "release build"), and voilà, you have the application in the TeXmaker source dir, just copy it anywhere using the finder, and delete the sources.

Since the Qt libraries are shared, the resulting app is quite small (1.4M on Intel).

At first launch, don't forget to give the path to various TeX tools in the preferences (I'm using MacPorts, so I had to change everything to /opt/local).