Yes, the Duet works nicely with the Macbook Pro. Apogee ship it with both a firewire 400 and a firewire 800 to 400 cable, so you're set to go right out of the box.
I've been using the setup with Logic 9, and it's a nice system. I will say that Logic 9 is buggier than any Windows software I've ever used, but that's a different story. When it works, it's great.
John