There are a great many posts about how to connect your Raspberry Pi to your Mac directly over ethernet. It seems the method for doing this has changed as the Pi's Raspbian OS has evolved. At the time of this posting though, the Pi is basically setup by default for the use case of direct connection over ethernet.
Simply connect an ethernet cable from the Pi to your Mac, using an adapter if necessary. No crossover cable needed. That's it!
The only trick is that to SSH into the Pi, use the raspberrypi.local address, NOT the address that your network preferences say is assigned to the ethernet interface!
If you read other posts that are more complicated than this, ignore them.
If you would then like to share your Mac's internet connection with the Pi, go to "Internet Sharing" in the Sharing section of the system preferences. You can then share your outbound connection from say your WiFi to your connected ethernet.
Here are a couple of links you may find useful.