The performance will differ a lot, windows is better for gaming. If I were you I would install it on windows, but it will run fine on mac os x too.
I tried to find a definitive thread on this issue, because I thought I remembered it being discussed at length... but my memory is also that most games tested run somewhat if not very much better on XP than Tiger on the same hardware.... optimization issues and so on... the amount of time people have spent developing for DirectX. Perhaps also because XP, being such an old OS, has relatively little overhead in comparison to Tiger.
But in any event, it seems to be mostly accurate to say that games available in either flavor do better in Windows... if you can get a cheap copy of Windows to use with Bootcamp, it's probably a good investment for gaming.