I haven't tried this myself yet. Ha! But I will one day - Creative Work Flow Hacks has a
FCP to AE Application for Mac OS X that's gotta be worth a try.
UPDATE: I have tried it now and it worked brilliantly. Fast, simple and effective.
UPDATE 12/10/07: I struggled a bit with the application on several projects over the summer - and found the problem is the app doesn't work very well with HDV - You tend to get a lot of randomness in your AE comp. There's more info on the Creative Work Flow Hacks site.