ssh-agent and ssh-add don't do what you want if run from terminal or xterm.
The excellent application sshLogin carries a GPL licence. This provides ssh-agent ssh-add functionality integrated with Apple's X11. You can even, in effect, install your ssh identity in your Apple keychain.
To install sshLogin:
- Download the Stuffit Archive, sshLogin-1.3.pkg.sitx.
- Save it and unpack using StuffIt Expander.
- Open the resulting package to install sshLogin.
You have to set up a keychain pair using ssh-keygen before using sshLogin.