Edit 2016-02-19: By chance, I found out, what I wrote below is not true. NVIDIA supplies a bundled App for OS X for Nsight (and also for the Visual Profiler, nvvp). They are located at /Developer/NVIDIA/CUDA-7.5/libnsight/nsight.app and libnvvp/nvvp.app. Just create aliases from there to your /Applications/ folder and you’re done. Easy!
I leave the rest below for completeness.

NVIDIA bundles a custom Eclipse IDE version in their CUDA Toolkit, the Nsight Eclipse Edition. A handy tool for local and remote GPU development.

Usually, the program is started via command line invocation (»nsight«, resolved to /Developer/NVIDIA/CUDA-7.5/bin/nsight or the likes via your $PATH).

To start it as a more proper OS X App, AppleScript can be used. Open Script Editor.app (in /Applications/Utilities/) and paste the following

run application "/Developer/NVIDIA/CUDA-7.5/bin/nsight"

modifying the path to the executable accordingly.

Save the file as a program in /Applications/ (~/Applications/) and, voila, you can start it with Spotlight or Alfred.

To change the icon of the app, select it in Finder, hit ⌘+i, select the icon on the upper left side and paste (⌘+v) an image from clipboard – e.g. a cutout from the logo on the official NVIDIA webpage for Nsight Eclipse edition.