Well, I tell you what: I've run Azureus for about 6 months now, and didn't have a problem until about a month ago. At that point I had a two week service interruption with my ISP (I was on vacation), and when I came back, Azureus had a constant yellow firewalled DHT sign on with warnings. No matter what I did, I couldn't get rid of it (ports forwarding, changing ports, disabling all firewalls etc.). Ultimately it's no biggie, just means I can't access some trackers, but that's not a problem long term, as long as there are enough peers.
Now, here's the interesting thing. I just installed Azureus on my XP laptop, and I'm running it from the same wireless router connection that my ibook Azureus is on. Guess what... no problem on XP! Nothing firewalled, all green. I use the latest Azureus on both, with the same plugins. One works, one has issues. And Azureus is supposed to be cross-platform. Go figure.
Still all in all, I like Azureus very much. I haven't tried all BT clients, but so far this is the best one out there for OSX, IMHO.