On the Mac, I haven't really settled on a MIDI monitor. I've had a few installed but none were complete enough to replace what "MIDI-OX" does under Windows. More recently, I installed "Pocket MIDI" and am really happy with it. The MIDI monitor shows in/out with reasonable filters. There's a Sysex window that allows sending arbitrary Sysex commands. You can send CC or bank/PC. The interface is nice enough -- it's now my go-to standalone MIDI monitor on Mac.