Unfortunately the lack of selection of good games is the Mac's biggest downfall. The selection is limited and games on the Mac have usually already been out on Windows for 6 months to a year. For reviews and info on Mac games however, check out Inside Mac Games.
They have reviews of the most recent games, previews of upcoming games, etc. Also check out Apple's Game page for info on the latest releases. To summarize some of the biggest releases out currently: Battlefield 2142 Command & Conquer 3 Age of Empires III Guitar Hero III Need for Speed: Carbon Quake 4 Prey Here is Amazon's list of Shooters for the Mac. As you can see, if you are serious about gaming it is best to use boot camp and boot into Windows XP unfortunately.
Also be aware that your Macbook will have trouble playing the most recent 3D games due to its weak integrated Intel graphics chip. Make sure you read the system requirements for any games you buy or download a demo first to see if it is playable on your system. The integrated graphics card is the biggest bottleneck on the Macbook and Mac Mini and will really hinder games performance.
Leopard makes Boot Camp installation super easy. Once you reboot into Windows, the computer is pretty much a Windows PC at that point, which obviously means that you can natively run any Windows game for which your hardware meets the minimum specifications. There's also a product for Mac called Parallels, which allows you to access your Boot Camp OS from inside of Macintosh without rebooting the computer.
This is handy mostly for applications, but there is "experimental" DirectX support in the latest version, which means, theoretically, that some Windows games will run inside of Parallels.
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