You are correct, Windows will run natively, but ONLY using Apple's Boot Camp. And then you will have to boot into either Windows or Mac OSX. Although slower, Fusion or Parallels will allow you to run Mac OSX and Windows
at the same time. This is far more convenient for moving data back and forth, but I guess it depends on the individual user if rebooting each time you want to change the OS is an inconvenience. I've tried both and like the VMWare option best. If I was running a ton of PC apps, Boot Camp would probably be the better choice. But, if I were running a lot of PC apps, I'd just get a PC.