Yes. In my work I need to use multiple operating systems. Windows, of course, but also Linux and occasionally other things.
It is just really nice to be able to essentially have several computers all running at once... and virtualization makes that happen.
Today's virtualization is really great. Only a few USB issues seem to linger that might, in some highly technical applications, cause some frustration. Otherwise the VMs run identically to native installations. It's quite remarkable.
It does mean that RAM will be at a premium on your machine. Your new rMBP should be fully-stuffed, then. Max out that RAM when you order it.
I use VMWare most of the time, but VirtualBox too (and the price is right!). Had some issues with Parallels a few years ago and haven't felt the need to try it again.
You do need an installer for any OS you're going to be working with. Which means, you do need to purchase Windows. Be aware that most commercial versions of Windows are still not available downloadable from Microsoft or any other site. Which means you'll either need to use the OEM versions (which you should do with your eyes open and fully informed), or you'll need access to an external DVD drive to do the installation in the virtual machine, since your rMBP won't have one built in.