JNB has both airbridges and buses that take you out to remote areas where you board the plane by stairs. JNB is a decent, modern airport with a good selection of shops, restaurants, banks, and other services.
CPT did not have airbridges when I was there in 2000, but a great deal of construction was going on at the time.
PLZ (Port Elizabeth, S.A.) and VFA (Victoria Falls, Zimbabwe) do not have airbridges.
I do not know about any other African airports but my guess would be that only large major gateways like Nairobi, Casablanca and Cairo would have them.
Mike @ OAK
Mike from Stellenbosch, South Africa