Are you coming from a Windows environment? If you do I would recommend Mono which is a .Net free implementation or Java, both platforms work well in windows/osx/linux
If you just want to target OSX then Cocoa/Objective-C/XCode is the way to go but im not quite sure how many documentation or examples you will find since there seems to be only one big provider for development tools for OSX and that is Apple itself compared to the myriad of development tools you might find developing for Windows.
Of course there are many other alternatives, remember OSX is a Unix operative system, you could easily develop with Python/Perl/Ruby and many other scripting languages and development technologies just be sure to know what platforms are you going to target.
You could try combining f-script and traditional Cocoa (xcode in other words). f-script is great when you want to experiment with the Cocoa API, which is surely different from what you are used to. The more dynamic you stay, the faster you learn. That is my experience.