I have run GW on both Fusion 5 and Parallels 7. Fusion performance is ok, but graphics can lag a bit (it is still playable). It runs great on Parallels, very little lag, and it isn't really noticeable.
I haven't run it under Boot Camp, but it will probably run much smoother.
---------
iMac
2.7 GHz i5 Quad-Core
8 GB RAM
AMD Radeon HD 6770M 512 MB
A video of it here. Does not seem to run so good on this guys machine; http://www.youtube.com/watch?v=nyn_3Gj0Vqw