I find it easiest to open two instances of Blender. One for the scene I am working on and
one that has the model/material/rig, etc.
You can copy from one running instance of Blender to another using the Copy and Paste keyboard shortcuts. Ctrl-c then Ctrl-v
This works well because you can select everything that you want from a scene all at once without having to dig through Blender's file navigation dialogue.
If you transfer an object that has rigging, the armature will go with it even if you did not select explicitly select the rigging.
Materials and textures will transfer over as well.
You can use this for Light and Camera setups and probably several things that still have to be thought up by someone.
BTW. Even though OSX uses a slightly different key-combo for Copy and Paste, Command instead of Ctrl; both tend to work because Blender was programmed to recognize both.