I struggle with the same thing: I've largely given up PC gaming for the sake of having a vastly superior OS. Kind of sucks, but there are ways.
For one, there are tons of great freeware games out there for Mac if you just Google for it. It's mostly just casual stuff, but you stumble upon a gem now and again. For instance, look for Battle for Wesnoth. Great little turn-based strategy game, completely free.
Second, get Steam. You can't go wrong with Steam. That's where you'll get a lot of awesome games for great prices, like Plants vs. Zombies, Left 4 Dead, Braid, Half-Life 2, Portal...
Third, the Humble Indie Bundles have been offered for Mac. They are not going right now, but if you take a look at the games that they have featured so far, any of those are buyable on Mac.
Fourth, Blizzard. All their games, from World of Warcraft to Starcraft, have been on Mac.
Fifth, look around and experiment. Go to Renpy's website and see if you can find any good visual novels. Google "games for Mac" and see what you can find. There is a lot of great indie stuff out there, even such sleeper hits as Death by Sleep. Just look around and don't be afraid to experiment. Your computer is nearly impervious to viruses (not completely, but almost), so don't hesitate to download stuff and see how it is.
Oh, and also, Armegatron. It's the best rendition of the classic Tron lightcycle game there is, and it's available on Mac. Go.
You could also consider OnLive. The computer client is free, and available on OSX. Worth checking out, at least.
EDIT: And obviously, you can Bootcamp it. Partition your hard drive and install Windows so you can just shut down and restart in one OS or the other. That's the easiest way, but you'll still want most games to be on your Mac side if at all possible. Shutting down just to play a game is kind of annoying.
Boot Camp is the software to install other OS, comes included with your Mac and is an absolute doddle to use.
