The current Macbook Pro has the same graphics as your iMac. I use bootcamp as I run a few other apps. Games run well. Apple has a built in app that helps you set up bootcamp so you should be able to do it easily.
Using a VM will never give you the full performance so some games will be fine and others can lag. Currently Parallels has the better gaming support. They have a trial you can use to see if your games work well.
This link talks about the previous version of Parallels. One person had his FPS halved by using a VM compared to bootcamp. So depending on the game it might barely work.