Recommendation for a gui scp client
Transmit by Panic - http://panic.com/transmit/

Configure as an SFTP server, click the Key icon.

I'm not sure of the specific implementation (SFTP vs SCP), but testing onto another standard OS X host with SSH keys setup works fine. The other box isn't running a special SFTP setup - appears to work fine.

Transmit is a great OS X app for any sort of file transfer.