It's fairly easy to install SFML from source on OSX. Following the instructions in Compiling SFML with CMake you'll need CMake. The problem is CMake isn't included with OSX default. Fortunately, Homebrew remedies that for us. Simply follow the instructions on the Homebrew site to get started.
Once that finishes installing, follow the current brew instructions for updating your formula list. Then, simply install CMake:
brew install cmake
Notice I omitted sudo. That's because homebrew installs everything under /usr/local/, and you're going to have a bad time if random bits and pieces under that hierarchy are owned by root.
Next, snag SFML from source, cd into the cloned directory, and then kick off CMake
git clone https://github.com/SFML/SFML.git cd SFML cmake CMakeLists.txt
Once CMake finishes running (it'll take a couple seconds) you'll have our old friend Makefile generated in the local directory. You probably know what to do at this point
make sudo make install
At this point, you should have some fancy new headers and libraries under /usr/local. Congrats!
P.S. I'm a masochist and like to build SFML games from the command line, so I found out the hard way that /usr/local/include and /usr/local/lib aren't in your default search path. To tell clang you want it to look somewhere else, give it the -I (include path) and -L (library path) flags.
CFLAGS=-L/usr/local/lib -I/usr/local/include ...