And if you type 'ssh-add' you'll only have to enter your passphrase once. I think this all got sorted out beginning with Leopard; before that, it may not have worked as expected (compared to other *NIX environments).
ssh-agent has shipped from the very beginning (that's part of the ssh distribution). The only thing that was different was that it wasn't bridged to the system keychain until recently. Or more accurately, the system keychain now runs its own version of ssh-agent automatically.
Yeah, I just checked up on the man page, and the agent actually works the way I'd want it to. So it's just a question if a sandboxed app has access to the agent.