In OSX Snow Leopard, you may be seeing errors like these:

Warning: PDO::__construct(): [2002] No such file or directory
(trying to connect via unix:///var/mysql/mysql.sock)
in /Users/john/src/php/dbtest.php on line 5
Failed: SQLSTATE[HY000] [2002] No such file or directory

So, to correct this, first create a my.cnf file in /etc containing the following:

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[client]
socket=/var/mysql/mysql.sock
[mysqld]
socket=/var/mysql/mysql.sock

Then create this directory using sudo:

sudo mkdir /var/mysql

Then create a link:

sudo ln -s /tmp/mysql.sock /var/mysql/mysql.sock

That should fix the problem.