I use Firefox 3 with the GrApple Yummy (blue) theme.
It has a clean OS X look, but I’m happy to trade in some of that cleanness for favicons on the tabs.
I achieved that by putting this in my userChrome.css file:
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This does not look good with left-side close-tab buttons. I have close-tab buttons disabled altogether (instead double-clicking a tab to close it) using the Tab Mix Plus extension.
I haven’t tried it myself, but there is also a “Takuapa” fork of GrApple Yummy (blue) that adds the favicon among some other changes (including right-side close buttons).
If you want favicons in the Bookmarks toolbar or the search field, see the GrApple customization page.