Games = Bootcamp, annoying as you will have to reboot into Windows but will run it natively so will give the best performance.
Crossover Games will work sometimes but is poorly supported. Doesn't require a Windows install, PC games install as if they are native on OS X. Email me if you want a link to Crossover Games, it's free. Worth a go, if it doesn't run or not very well then you can always try Bootcamp.
Parallels and VMware are no good for games, lack the support so games will run terribly. Best to avoid that route.