This is a launchd item that you could use to automatically start pf on OS X Mountain Lion at boot.

pf-launchd-item

<?xml version="1.0" encoding="UTF-8" ?>
<!DOCTYPE plist PUBLIC "-//Apple Computer/DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd">
<plist version="1.0">
<dict>
        <key>Label</key>
        <string>org.scottlowe.pf.plist</string>
        <key>Program</key>
        <string>/sbin/pfctl</string>
        <key>ProgramArguments</key>
        <array>
                <string>/sbin/pfctl</string>
                <string>-e</string>
                <string>-f</string>
                <string>/etc/pf.anchors/org.scottlowe.pf.conf</string>
        </array>
        <key>RunAtLoad</key>
        <true/>
        <key>ServiceDescription</key>
        <string>FreeBSD Packet Filter (pf) daemon</string>
  	<key>StandardErrorPath</key>
		<string>/var/log/pf.log</string>
		<key>StandardOutPath</key>
		<string>/var/log/pf.log</string>
</dict>
</plist>