Waiting for my new MacBook to be delivered. What ver of Parallels should I get to run Windows?
Depends. You have to ask yourself what you want to do with Windows! IMHO Parallels has to be update with every new version of OS X. It is known to run some more advanced games. Again IMHO if you want to run Windows games then go with a BootCamp partition and boot into windows.
Also I strongly suggest VMWare Mac Fusion for mission critical Windows applications running in OS X. IMHO it is more stable than the competition.
Never play games on a computer and never will.
What's the latest version of Fusion? Can I get at Apple Store?
Go with Fusion then ... the licensing with Fusion is better as you can use one licence on multiple Macs
Fusion is also cheaper and doesn't bring out chargeable upgrades to support each new OS.