I see lots of people recommending Pages or LaTeX. But I find neither of them to be appropriate for your needs.
Pages is a word processor with desktop publishing features. It is good for designing beautiful pages in a simple way. But it does not have advanced word processing features, such as cross-references and indexing. These features, which most people don't even know that exist, make your job of writing a thesis a lot simpler and more straightforward. And, as Apple has not updated it in years, these features will hardly be added anytime soon.
LaTeX, on the other hand, has several advanced features, but it is good for people involved in hard sciences, who must use a lot of math equations. It requires a lot of effort to learn. For researches involved in human sciences, and who know nothing about programming, learning LaTeX may be more difficult than writing the thesis itself. May be too complicated. You may test it, but, if you have never heard of it, then it probably won't be for you.
Then there are other options. Two of the most cited ones are Microsoft Word and OpenOffice.org or LibreOffice. These are popular word processors which are widely used under Windows, and are available for Mac. But I don't think they are the best options.
Word is, of course, the world's most popular and widely used word processor. It should be a no brainer. But it is not. Word for Mac is crap. Heavy, slow, buggy, bloated. Crap piece of hardware. It has all the features you may need, though. And it is fully compatible with, well, Microsoft Word. If third parties have to open your files (such as your supervisor), it would be the most compatible choice.
OpenOffice.org / LibreOffice Writer is an open source word processor which has a lot of features, and would satisfy your needs. However, the interface is clunky. The biggest advantage is that it is free and has good compatibility with Microsoft Word. It would fit your needs.
There are other alternatives which were developed for Mac, and which are pretty good.
First, there is Mellel, a word processor with a focus on complex documents. It is very good for styles, cross-referencing, citing sources, and so on. You should at least try it. It is meant for thesis writing, and similar tasks. However, compatibility with Word is poor.
Nisus Writer Pro is another great alternative, although significantly more expensive than Mellel. It has good compatibility with Microsoft Word files.
Scrivener has a different approach, as it does not focus on page layout. However, it is a great piece of software and you should try it for large projects such as a thesis.
You may also play safe and install Microsoft Windows on BootCamp or Parallels and run Microsoft Word for Windows. The 2013 version is simply great. I wrote my 250-page thesis on Word 2010 and I don't regret it.
In addition to this, you may also want some reference management software. Endnote is the standard, but expensive. Zotero is a good free open source alternative, and it has a Microsoft Word plug-in. Works well on Windows, but I have not tested it on the Mac.
Plus, there are some Mac-specific software that does this job. The best of them are probably Sente and Bookends. You should take a look. There is also Papers, but I don't know how it manages references in documents.