I'm not much of a mac user (yet), though I have one I haven't done much audio with it.
I would use... format:other, header:(AIFF/SGI), encoding:signed 24-bit PCM.
I was visiting a studio recently and they were using Digital Performer and I asked him whether or not they were using 24-bit files and he said yes. And I know they were using AIFF. So 24-bit AIFF files are in use by studios these days.
If your Audacity workfile is 32-bit float, you can preserve the dynamic range of the audio by saving it in 24-bit AIFF. Thirty-two bit float uses a 24-bit mantissa and an 8-bit exponent. So, it is quite similar to 24-bit int format.
If someone with more mac and audacity experience is reading this, please chime in.