I am using TeXShop on Mac OS X to LaTeX my thesis. I've encountered the problem that TeXShop doesn't seem to like .ps or .eps files. So it requires some finagling to get TeXShop to handle these files. Here are some tricks I've found:
1) Convert the .(e)ps files to PDF:
In a terminal window write the following command
ps2pdf filetoconvert.ps
eps2pdf filetoconvert.eps
This will produce the following file: filetoconvert.pdf
If you want to do a whole slew of files in a directory you can use the following script:
for x in *.ps; do
echo $x;
ps2pdf $x ${x/%ps/pdf};
done
2) Use Conversion Packages in TeXShop:
\usepackage{epstopdf}
\usepackage{ps2pdf}
\usepackage{pslatex}