If you want to play the newest AAA titles on a Mac, then there's no way around installing Windows via Bootcamp. But on the other hand, there are more and more games being released for Mac OS X aswell. My Steam library currently contains 31 games, with 13 of them being available for Mac aswell (although I didn't purchase any of them specifically for playing on Mac). So if you're more of a casual and patient gamer and don't care too much for any specific games in particular, then there's lot of stuff to play in the Mac App Store, on Steam and from other sources.
Since you wrote Steam in the title, I assume you already have a (probably not too small) Steam library, and you might happen to already own some games that can be played on Mac aswell, and can just install them on a Mac via your Steam account, which is nice.
You should keep in mind though that Macs are in no way made specifically for gaming. Most Macs contain either only an integrated GPU, or a (for the price) relatively weak mobile GPU, or both. The entry-level iMacs or MacBooks don't even come close to a PS4 in terms of running games, let alone a gaming rig that you can purchase for the same price as a $1000+ Mac.
Therefore, it really depends on how much of a gamer you are, and what you're gonna use the machine for. If you want a computer primarily for gaming, and consider a Mac just because many other of your/your family's devices are from Apple, then don't buy a Mac. You can already get an amazing, upgradable gaming rig for the same money instead.
But if you're thinking about buying a Mac for your general work/freetime, and you would just casually play games and don't care about having the best graphics or the newest big titles, then a Mac might be a good idea (depending on how good a Mac would generally fit your needs). There are more and more titles for Mac from the Mac App Store and from Steam that you can play right on your Mac, and Bootcamp allows you to also play games not available for Mac OS X.
(And because you mentioned controllers: yes, I could easily pair my PS4 controller via Bluetooth to my MacBook, and I assume plugging it in works fine too. I haven't tried a lot of games with it though, and from what I've heard, several Mac games don't work with a controller right out of the box, so you might need to search for additional drivers/software that allows to map controller buttons to keys for use with certain games. But you can definitely get it to work under Mac too for all or most of your games.)