There are programs like SSH Agent or keychain that provide a nice way of managing keys in OS X. But I managed to work around the fact that, with Aqua, you cannot start a session under something else like .Xclients (i.e. ssh-add would only work for one session at a time) without the need for an additional software.
This little script can be run from within your .bashrc, or sourced if put in a separate file. I source it from within my .bashrc. The script is not the best code, but it does the job fairly well, and I hope it will work for future versions of ssh too.
#!/bin/bash[Editor's note: I haven't tested this hint myself.]
#
# Toni Magni Wed Nov 6 18:37:15 BRST 2002
# Find out if ssh-agent is running, and if so, export the glob vars.
# Source from .bashrc or so.
#
SSH_AGENT_PID=`ps x| grep ssh-agent | grep -v grep | awk '{print $1}'`;
if [ -n "$SSH_AGENT_PID" ]; then
export SSH_AGENT_PID;
SSH_AUTH_SOCK=/tmp/`ls --co=never /tmp | grep ssh`;
SSH_AUTH_SOCK=$SSH_AUTH_SOCK/`ls --co=never $SSH_AUTH_SOCK`;
export SSH_AUTH_SOCK;
else
eval `ssh-agent`;
ssh-add;
fi
Mac OS X Hints
http://hints.macworld.com/article.php?story=20021203060751387