Apparently SFML can do it, but some hacking is involved to get the right picture on the right monitor and to simulate true fullscreen behavior. But that's solvable no doubt.
To give some precision about fullscreen stuff on Mac OS X.
First, like Ceylo said, windowed or fullscreen rendering should have the same performance. I don't have the reference on hand but Apple says so in its documentation (probably the OpenGL Programming Guide or something like that).
Then, yes, as Ceylo and Laurent also said, SFML 2 will render by default on the primary screen. This is guaranteed. However, to be very accurate the primary is not defined by the dock but by the menu bar. For example if you set up an additional screen on a MacBook you can set it up as primary in the system preference panel (Display>Drag the white bar to the desired physical screen).
Now, if you need to render stuff on the secondary screen or both should not be hard. SFML 2 allows you to create your own customized window (NSWindow or NSView) and use it for SFML rendering. (See sf::Window::Create(handle) in documentation.)
You can very quickly create a NSView and put it in fullscreen with -enterFullScreenMode:withOptions: message. The first argument lets you choose the screen.
This should (never tested) work just fine on OS X 10.6 and you'll need a little trick to make it work on OS X 10.5 (which is explain in the Apple documentation – really no big deal). However, with OS X 10.7 you might have some troubles with fullscreen application : from my experience and a lot of people multiscreen is a MESS with Lion. For example, you cannot use your secondary screen with a fullscreen application. You can find more literature on the web if you want.
Despite that, I think (I'll have to try) default SFML fullscreen windows won't suffer from this lack of flexibility and still allow the users to use all their screens efficiently.
Now you know everything about SFML on Mac. :wink: