What do you want to play, FPS, casual, MMO, multiplayer?
Like others have said the recently released Steam for Mac give access to a number of great games.
Well worth checking out are Portal and Half Life 2, available separately or in 'The Orange Box' bundle where you also get Team Fortress 2. You really can't go wrong with that lot, as long as you like playing first person games.
I installed Windows 7 last week to play Crysis. After a few niggles (surprisingly to do with the game not the OS) its running a treat, great game too.
If you're serious about playing games then Windows is the way to go. If you can't be bothered and don't want to spend £90 on Windows then you've still got lots of games via Steam plus World of Warcraft, Eve and Starcraft all available for Mac.