Cider is a type of executable "wrapper" that allows minimal code rewriting to be done on a Windows game so it can be played on the Mac.
Essentially it acts as an emulation/interpretation layer between OS X and the game. The game might make Direct X calls, for example, which is an API that is not present on the Mac, and the wrapper translates these in real time into the appropriate OpenGL calls.
In the past this sort of on the fly translation has led to poor performance of the games in question, and instability in some cases (the EvE Online cider-wrapped client was a nightmare).
A native port (a true port) is rewritten to act as a native app on the platform it is running on. Depending on how it was written in the first place this might be a lot of work - for example, if the game engine doesn't have a Mac native version, or the game relies extensively on Windows-exclusive APIs.
Native ports are faster, better, less resource intensive, tend to be less buggy and give an all-around better experience. They are harder work for the developers than simply wrapping up the windows executable and clicking "ship game and charge $60" though.