If you don't want to use Bootcamp, I can help. I'm on a 2008 Macbook Pro that's pretty beat up (in various warranty-voiding ways, mostly involving "coffee" and "spills"). So I don't like spending lots of money on it anymore, as it could die soon. So, not wanting to spend money on the latest Windows OS, I instead use a version of Wine. This, for our purposes, acts as a Windows emulator (and no one get semantic with me. I know...Wine Is Not an Emulator is the current acronym).
What kinds of games are you planning on running? I can help you out some, as I found a way to do it a couple weeks ago. I'll just give you a run-through of what I did.
Resources:
GOG [http://www.gog.com/]: What does it do? It's where you buy the games. Simple as that. Why do I prefer GOG for this? Well, for one, they are an ridiculously consumer-friendly service. You buy the game and it's yours. You can download it as many times as you wish, store it wherever you wish. You get the latest patched version of the game (big deal there) and a ton of extras. It makes the rest of this process much easier. The downside, however, is that you're mainly going to be playing older games (but fantastic ones). You can run non-Mac games through Steam as well, though I haven't done it yet. But there are instructions out there. Google is helpful, as always.
Xcode [http://itunes.apple.com/us/app/xcode/id497799835]: What does it do? I...don't really know, but it's necessary to have it to actually be able to run the game. Just download it. I haven't actually needed to go in and directly interact with it. See? I'm an idiot and can make this work. That's encouraging, right?
Wine Bottler [http://winebottler.kronenberg.org/]: What does it do? Help you set up Windows applications to use on your computer. There are probably better programs to use for this, but I just do simple things like run the setup.exe file for games with it. That basically just involves a couple of clicks. Not too hard.
Wineskin [http://wineskin.urgesoftware.com/tiki-index.php?page=Wineskin%2C+Play+your+favorite+Windows+games+on+Mac+OS+X+without+needing+Microsoft+Windows]: What does it do? Let's you run the application/game. I recommend searching for tutorials, as this is the program you'll be directly using most. I found this [http://www.youtube.com/watch?v=zG-r2k6fsRA] video helpful. The fellow is using Wineskin to run Oblivion on his Mac. It's about a 50 minute long video, but it provides a pretty good blueprint of what you're going to be doing.
Porting Team [http://portingteam.com/frontpage]: What does it do? It provides you with a file called a "Wrapper". Wineskin actually creates these files, but the Porting Team are actually a group of (volunteers, so hooray for them) people who go through the process of optimizing these files so you don't have to. So, for example, I downloaded the Wrapper for Arcanum: Of Steamworks and Magick Obscura [http://portingteam.com/files/file/7050-arcanum-of-steamworks-magick-obscura/page__st__30#commentsStart] and used it to run the game. See the "Download Wrapper" link there in green? That's your best friend. Makes this whole thing so much simpler. You'll also notice they have some instructions and advice on how to best run the game. This is standard for most the games listed on the site. Now the Wrapper you download from the site does not contain the game itself (I feel I should say that so I don't get accused of piracy. This is all legal, at least the way I'm telling you how to do this). It contains some files that help you run the game. They have a very nice list of games and will often respond to requests promptly (for example: Endless Space [http://portingteam.com/topic/7841-filled-endless-space/]. Someone requested a port, and they made it so only twelve days later).
There's a start for you. If you need more help, PM me. I'll be glad to help out. I'll need to refresh myself actually. After you have everything set up, it's actually quite simple (at least with GOG games).
