First I downloaded and installed, fpc-3.0.0.intel-macosx.dmg, fpcsrc-3.0.0-20151207-macosx.dmg, and lazarus-1.6.i686-macoxs.dmg from SourceForge.net.
When initially launching Lazarus, the GDB debugger could not be found. The best guide for installing GDB on OS X (which works for El Capitan) was from Neil Traft at ntraft.com. Following Neil’s steps, GDB was installed at /usr/local/Cellar/gdb/7.10.1/bin/gdb.
Next I put a TButton onto a form and tried to hookup the OnClick. I was greeted with this error message: lclclasses.pp(26,10) Error: unit not found: Classes.
The solution: go to the Lazarus menu item Tools and select Rescan FPC Source Directory.
Making native OS X applications in now fun (and free).