I've written a little Cocoa program that saves pubmed searches and checks for new entries periodically (Similar to the online Cubby feature, but less annoying). You can then read the abstract and go to the full text via a browser.
This was my first Cocoa program and so it wasn't written with much skill, but it works decently.
I'm more than willing to give it out and even provide the source code if anyone wants to spruce it up. I'm not sure how to go about doing that, so... sourceforge or something?
kman