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If you don't mind Bootcamp, and love RTS, I recommend WarGame:European Escalation, an excellent modern warfare combat strategy game. You might have to read some of the online guides- lots of equipment choices or just go with the solo campign to get started.

I started a thread here, but apparently no one here is playing it or does not want to talk about it. ;)
 
For the Mac+PC, I've recently discovered FTL (Faster Than Light).

I was quite skeptical towards it at first, since I'm not a huge space fan, but its a realtime tactical space game which has many engrossing hours of gameplay possible, it sure takes a few games to get used to, but its so addictive!

Its 7.99GBP on Steam I believe, take a look at it!
 
I really like COD4 which I got from MAS but most of my games are through steam. GTA SA, 3, and VC are for mac now and i own them. What I recommend doing is using steam to buy games and buy them during the summer or christmas sales when they are super cheap. This is why I have a $1,400 account and I've only put $400 into it over almost 2 years. I've only bought one or two games at full price.
 
Some of Battlefront's war games are available on osx. They offer demos of Battle for Normandy and Fortress Italy. Pretty good games if your into wargaming.

BF
 
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