I had Mountain Lion running on my W530, it ran pretty well!
Install: I added a mSATA SSD, so I could leave the Windows install on the HDD untouched. I installed OS X with UniBeast ML (with Laptop Support checked). I had to boot in safe mode (hold shift) once OS X was installed, I think I had to remove some kext that was causing boot to hang. Maybe OemSmbios.kext?
CPU: I added a DSDT patch to enable turbo mode/c-states
Graphics: I switched to "Integrated Graphics only" in the BIOS, didn't try using the NVIDIA chip. "NVIDIA only" might work but I didn't test it.
Ethernet: Worked great with the IntelE1000e driver included in MultiBeast
WiFi: Using the built-in WiFi isn't gonna happen. The BIOS has a whitelist of allowed WiFi cards, none of which have driver support under OS X. And (unlike on the W520/earlier ThinkPads) the BIOS is now signed and can't be hacked. I bought a
tiny cheap USB WiFi adapter and used that, it's not as nice as real Apple-supported WiFi but it's the best we can do.
Audio: I tried to hack AppleHDA but gave up, and VoodooHDA worked great
Brightness control: Added DSDT mod to get brightness slider, it worked pretty well. After booting the brightness would be low though, I had to go to sleep and resume to get brightness at full.
Battery: VoodooBattery worked great.
Sleep/resume: Worked well, I think I had to add a DSDT patch otherwise it would instantly wake up.
Trackpad: I had to install something to get this working (including two-finger scrolling), maybe VoodooPS2Controller?
TrackPoint nub: I didn't spend any time trying to get this working but it's probably possible
I don't have my W530 any more (left the job), so this is all coming from memory and I'm probably forgetting some things. I still have the SSD with the install on it though, so I might be able to check on things if I get an adapter.