I think GI is slow on any renderer; most GI effects can be faked with spotlights, which render much faster.* It takes ages! (I know I'll get flamed for saying that but it does)
I sould mention that I was using GI a lot, The few renders I did without GI seemed fast enough.
Blender's renderer and external renderer export
Regarding the problems with Yafray on OS X, I had the same problem. Luis helped me over in the Yafray forums; check his last post in this thread.