I actually game on a dual booted iMac with Windows 7. I prefer OS X for it's office stuff but I do all of my gaming on windows. Bonus is that I can access both operating systems files at the same time without having to restart. (also have 1TB of space on an external hard drive for games and some virtual ram.
I also have a second monitor, Genius gaming Manticore Keyboard and Cavimanus Headset. Add that to an awesome office chair it makes for a pretty good setup. And not all that expensive except for the iMac.