VMware Fusion vs. Parallels Desktop vs. Boot Camp
I recommend Parallels 7. I have run any number of games (Both Steam-based and not) this way. Call of Duty: Black Ops and Modern Warfare 3, Blacklight: Retribution, World of Tanks, Diablo III, World of Warcraft and others all run with no problems. It's not going to be as fast as running native code, but it's about as good as you can get. Run the VM in fullscreen (and make sure you're using the discrete graphics card if you're using gfxCardStatus!) for best results. Boot Camp obviously will give you the best performance, but I hate dual booting and refuse to do it. I have no experience with VMware Fusion.