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I'm personally fond of Fantasque Sans Mono.

https://github.com/belluzj/fantasque-sans

I find homebrew-cask's font tap to be a particularly useful tool for managing fonts on OSX.

https://github.com/caskroom/homebrew-fonts

And I like Source Code Pro.

http://blogs.adobe.com/typblography/2012/09/source-code-pro....

I work between Windows and OSX machines (and between Visual Studio and Sublime Text) and I just find it comforting to see the same typeface everywhere.

I'm using Anonymous Pro on Windows and OSX too. :)

Source Code Pro looks really nice!

I use Droid Sans Mono: http://www.google.com/fonts/specimen/Droid+Sans+Mono

Although I've had to revert back to Menlo in IntelliJ as IDEA needs JDK 7 to get the Retina sexiness, and last I checked, there was a bug with JDK 7 that caused some fonts to render weird - in the case of Droid Sans Mono, I kept losing semicolons and exclamation marks.