Sparkle is a handy library used by many Mac OS X applications to perform automatic updates. Sparkle checks the application's website, downloads and updates the application with minimal fuss. I recommend using it or something like it to automatically update ScummVM on Mac OS X.
Website: http://sparkle.andymatuschak.org/
Sparkle is a pretty cool library, yeah. Adding support for it would mean adding a Mac OS X specific part to our SDL backend, though. Certainly doable, but quite a bit of work somebody would have to invest.
And of course a similar thing for Linux and Windows would be nice (at least a version check which tells the user to download an upgrade).
My understanding of SDL is that it is just a graphics API. I also understand that Sparkle is supposed to run without interacting with the main program except for maybe a control panel to specify update check frequency.