steam and Parallels Desktop 10?
Parallels is great if you don't need full speed; it's not great for gaming, but it's OK at a push.

I'd go with Boot Camp for gaming, Parallels for less-intensive work.  

You can use your Boot Camp drive in Parallels too, for times you just need quick access to Windows, without needing the full-speed setup. The only proviso is that you must shut it down in Parallels each time, rather than Suspend it, or it messes up the boot partition.
You can set your prefs in Parallels to do this automatically, so you don't forget.

From comments…
Windows needs to be purchased separately, for either solution, Boot Camp or Parallels.
This excerpt from Parallels FAQ  


  Pre-Sales Questions - I want to buy Parallels and need to know…  
  
  
  Does Windows come pre-installed with Parallels Desktop for Mac?  
  
  
  Windows is not included with your purchase of Parallels Desktop 10 for Mac. Windows can be purchased directly from Microsoft or many retail stores. For Windows 8 or 8.1, you can use either the Full Product purchased at retail, or you can purchase the Windows 8 or 8.1 OEM System Builder version (lower price) which has some limitations. Please visit KB9003 for additional information.