I work with Xcode, CMAKE and CUDA. No problem yet! It works like a charm, although you need to make sure that Xcode uses gcc 4.0 instead of 4.2 (in the case of 10.6).
I suggest you also use CMAKE in conjunction with FindCUDA.cmake to create an xcode project file. FindCUDA.cmake here
There is also a plugin for Xcode that allows you to recognize .cu files found here in post # 29. Also a good “tutorial” is presented here by specifying a plugin.