JAGS is used for Bayesian analysis using MCMC and stands for Just Another Gibbs Sampler. It is an alternative to WinBUGS and can be accessed through R just like WinBUGS (via R2jags or RJags). It will work on a Mac unlike WinBUGS. The only problem is that most books include WinBUGS examples and not JAGS examples. However, much of the language is similar. I haven’t had time to try it out yet but plan to in the future. They just released an updated version: JAGS 2.2.0 if you want to check it out.