Before doing anything else, locate your Team Fortress 2 folder. Using the "Go" option on the command bar of the Mac OS, insert ~/Library/Application Support/Steam/SteamApps/common/Team Fortress 2/tf into the field and press Go. Here, you should create a folder named custom. This is where our HUD files will be stored.
The next thing to do is to download the HUD you wish to use. Be sure that the HUD you are using is Mac Compatible. Usually, they will come downloaded in a compressed .zip, .rar, .7z or another compression file. You'll then need to extract the file by double-clicking the compressed file. If the Mac OS refuses to do so, download a suitable extraction program.
Locate the newly extracted folder. Inside, depending on how the HUD has been packaged, you will always find 2 folders named "Resource" and "Scripts". Some HUDs may come with other folders, such as "Materials". Copy the folder that "Resource" and "Scripts" are located inside (not the Resource and Scripts folders themselves) and paste it into the tf/custom folder.
Now, load up your game. If done correctly, you'll be greeted by a nice, new HUD!
Credit goes to Hellfire for submitting the images for this guide.