Did you get a Macbook, or a Macbook Pro? If you didn't get a Pro, then I'm afraid you aren't going to be able to run anything newer than most Powerbook G4s could anyway, as the integrated graphics chip in the Macbook is far inferior to the graphics cards Apple used in the Powerbooks after late 2003 or so. If you did get a Macbook Pro, then the first game that comes to mind would be Oblivion, which can get ridiculously pretty when the graphics get turned up.
Unfortunately, Boot Camp is an absolute necessity for gaming, so you'll need to install a Windows partition if you haven't already.