Best of both worlds? I don't think so, the whole point of Macs is OS X, the hardware (design excluded) is more or less pretty average PC stuff, so if you plan to use Windows through Boot Camp a lot, there's no point in getting a Mac, because you could have gotten a better laptop of some other brand for less money. So it's not really best of both world's - it's more like reaching a compromise by using Windows for what you didn't manage to do on OS X.
But what's done is done, so let's focus on current issues - I agree with others about common problems when switching from Windows. You can't cut files and you can't maximize all windows (depending on the application), but it all has a workaround. I have had my MacBook for two years now and I got used to simply stretching windows to full screen size manually and dragging files with the mouse when I wan't to move them (it's slower, but what can you do).
Also - most games don't work on OS X, so be very careful before you buy them. The best solution is to simply play everything on Windows through Boot Camp - even if the game works in OS X, performance will be slightly better on Windows.
If you ever used System Restore on Windows - Time Machine does that and some more on OS X, but it has one huge flaw compared to System Restore - it needs a separate drive/partition.
