I was on 10.6.8 & using a PowerPC version of Mame (the last version of MacMame), until I updated to Mavericks, now I have to venture into MameSDL, no skipping around it. Then I noticed theres no Application Support folder or Library folder or Frameworks folder in Mavericks, where the heck did the folders go? lol
The Library folder (and its contents) is hidden by default. Open your Home folder in Finder, then choose Show View Options from the View menu (or press Command-J) and check the box "Show Library Folder"