Chris wants to use his new Macbook Pro for both Mac OS X and Windows. Since he has plenty of hard drive space, Leo recommends using BootCamp. BootCamp turns the Mac into a "dual-boot" machine. On startup, he'll have a choice of whether it will be a Mac or Windows PC. When he runs Windows, it'll run at full speed just like a typical Windows laptop. The issue right now, which should be solved by the time he gets the laptop next month, is that he won't have drivers for the retina screen. Parallels has been updated to support the retina display, however.
The main reason he'll want to use BootCamp is that once he installs Windows there, he can then run that same installation as a virtual machine on Parallels too. So he'll be able to use Windows natively or as a virtual machine on Mac OS X using Parallels or VMware Fusion. In both cases, he'll need a copy of Windows. He can use an upgrade to do a full install, and Paul Thurrott's SuperSite for Windows has information on how to do that. He also can look into upgrading to Windows 8 since it'll only cost $40.
Chris also wanted to know if his old Windows games would work in BootCamp. Leo says if you can run it on a Windows machine, you’ll be able to run it on the Mac via BootCamp. Chris may also want to look into STEAM.