Should be much the same, but DirectX is faster, so it will give you better performance and you can turn up graphics.
So, basically DirectX will look better at same performance levels.
Are you talking about playing WoW or just running OSX vs Windows? If you are just comparing OSX with Windows, I disagree with you strenuously.
I run both and Windows has nothing on OSX. And a comparison like that means more than how you think it "looks", it involves what is under the hood. For gaming, Windows usually out performs Mac based on how most games are developed. But I'd never trade OSX for Windows for my day to day computing tasks.