I'm not sure of the method on Mac, but here's what I do on Win:
1. Choose Start > Run.
2. Type "charmap" (sans quotes) and click OK.
3. Choose your Font.
4. Find the character you want, double-click it, then hit the copy button.
5. Go to Photoshop, grab the text tool and create a new text layer, set the font, and paste.
Also notice at the bottom of the charmap window, it lists the keystroke to type that character directly. For example, the copyright symbol is Alt+0169 (hold down Alt and type the number on the keypad), at least for the Minion font I have selected.