Using pinyin with tones to input Chinese characters
Making the user input a tone used to be the default in OS X, but not since at least OS X 10.8. Now it continues to guess your characters as you keep typing, and since it's pretty good at guessing, I guess tone selection was deemed an unnecessary step.

There may be some way you can fiddle with com.apple.inputmethod.SCIM.plist or com.apple.inputmethod.TCIM.plist to bring the old behavior back, but at least in the preferences menu that option is no longer available.

One thing you can do: after typing the "untoned" pinyin for a character, cycle through the four tones by hitting Tab (it's Option + Tab in Traditional Chinese). This will limit the list of suggestions to one particular tone at a time (it also displays a diacritical mark over your pinyin as a visual indicator of which tone you're on).