When I first converted to OSX, I tried desperately to do everything out of OSX, including gaming. I ended up with a schizo situation: I'd have a few games installed in OSX, but a few that couldn't be and needed Windows, so whichever game I was in the mood to play I'd have to discern which OS it was on. It was around the time that Starcraft 2 came out that I did come to realize the performance in Windows was just better. I hated to admit it, but it was. Where I could set the graphics to "medium" and still have some lag in OSX, I could go to "high" with no framerate issues in Windows. I'm not a FPS purist, but if the option is available to me to get the better performance, I'll take it.
I finally decided to just make a clean break and to do all gaming in Windows. The "Windows sucks it requires so much maintenance" is hyperbole. Windows 7 (or even 8/8.1, I'm running it in boot camp now) runs amazing. The Boot camp software that comes with the mac will give you gesture support and a whole host of Mac-ish "feel" to the experience as well. Use Windows Security Essentials in Windows 7, or nothing in 8 (it's built-in) and your a/v is taken care of. Yeah sometimes it needs updates. Guess what: so does OSX! So... that's not a big deal.
Re: workflow, I get that. I do all of my photography, video editing, home media server management, and just general computing out of OSX, so when I'm in Windows I do feel a bit handicapped... but it's not that big of a deal. Both have web browsers that can handle pretty much any of my web needs, both can access each other's files, etc. It's *not that big of a deal.* Plus, I can focus my Windows install primarily on gaming and just hoard the partition full of games w/o worrying about consuming space I might later want/need for photography or videos or documents or whatever.
Besides, it's much simpler to get from Windows to OSX (right-click the task bar "Boot Camp" icon and select "Restart in OSX") than it is to go from OSX to Windows (System Preferences -> Startup Disk -> Reboot in Windows). Using the option key is always an option, but just keep in mind that if you need to reboot, if you aren't diligent with using it, you'll find yourself back in the other OS since it's still set to be the default.
If you only play a few games, and those games are available in OSX, and their performance is acceptable/ideal for your use, then by all means, stay in OSX. But if you want to play Windows-only titles, and/or you want to maximize the performance potential of those titles, AND you have access to a Windows license, then there's certainly no shame in dual booting. As previously stated, the beauty of owning a Mac is that you can have the best of both worlds, instead of being tied down to just one in the PC realm.