I have not yet found a free app to do this. However, I use a few of options to get to the document.
1) I have used Crossover to run MS Visio within a container (pretty much like a slim virtual machine)
2) Run VMware Fusion to have a Windows VM and view it in that.
3) Use OmniGraffle to open up MS Visio documents without conversion. (So far most of the object elements are intact along with their attributes)
There are probably other methods, but these I have used and like them all depending on what I want to do with it.