Parallels seems to be integrated better, so it looks like the windows applications are running in mac, and not in a separate virtual os. While Fusion does a better job at seperating the OS's.
(I don't have much experience myself, but did some research a while back because I was also trying to decide what to get xD I went with Bootcamp since I needed the full power for 3D applications.)
What I do like about Fusion though, is that it does a great job at making lots of small virtual worlds. I use MicroXP and then install a single (old) game on it (like Red Alert 2), and then I have a bunch of virtual XP's each dedicated for a single game (or a series of games). You can also give these virtual machines to your friend of migrate them over to an other mac (or keep them when you reinstall or something).
The only real experience I had with Parallels is that it ran my 3D apps really slow
So what I'm saying:
Get bootcamp if you want to play (new) games, use heavy apps (3dsMax, UDK, ...) or want your apps to run properly.
Get Parallels if you want to have a few windows-only apps, that you really love and use a lot, and want them very nicely integrated into mac. (Make sure these aren't heavy apps.)
Get VMWare if you want to play older games occasionally.
For you:
Depending on the games I would go for either Bootcamp or Wine.
Wine is a wrapper around you apps, so you don't even have to run seperate virtualization software, it's great! Though might not run your games very well, I use it for older games also (recently been trying it out and works awesome

).
(Wine is also free, look at
http://wineskin.doh123.com/ for pure awesomeness.)
Bootcamp will give best performance, though in my experience eats up battery life 3 times as fast as mac. Also rebooting is a pain.
Wine depends on the game, I only used it for older games and those don't really have a big impact on battery life.
Hope this helps a little

-P