yep. while I was doing my HNC we worked on Macs, but I only have a PC at home. Transfered between the two just fine. All I had to do was make sure I had the right fonts, (made easy because the macs had lovely Font Book).
Same goes for the rest of the Adobe suite, and most other programs I'm sure.
A bit of a work around but if you do get stuck and need to open a cs3 on a mac with only cs2 installed. Open the .ai file .eps file or pdf file in preview, re-save from preview as a pdf. If it was an editable file when saved it will (should) open as such in cs2