If you install Windows via bootcamp you should be able to play most new games on low graphics and older ones maybe on medium, although I would suggest adding 2 more gigs of ram if you havent already done so.
So, yes you will have to get Windows, how you choose to do so is up to you.
Also, many game developers are starting to release OSX versions of their games as well. A great example is Valve (left4dead, half life etc) who are releasing all of their titles for OSX soon and also Bioware who have been releasing mac versions for awhile, as well as just releasing Dragon Age for OSX.