Parallels can offer convenience for many titles but it is hit or miss, even with older games. In my experience many games I've tried worked fine however, I limited that to games pre-2010, in fact more like pre-2008. For the most part whatever I installed worked well but again, not every time. I like it because I have a lot of classic games to play and it is convenient to run them in a Windows XP virtual machine where I can control how many CPU cores are available which for certain classics is very helpful.
So for my purposes, it's been great.
However, if you primarily want to run newer games I would not expect it to work well enough to be worth the expense personally. It's obsolete every two years so you buy into what amounts to a subscription although with admittedly long intervals to continue using it over the long haul. The other issue for newer titles is going to be performance but this can vary. In any event, you are never going to get the same performance from a virtual environment that you will from a native install of Windows. It simply isn't possible to avoid some overhead there. Whether it matters or is perceptible depends on how demanding the game happens to be. For me, that's a non-issue because of what I run there typically but personally I would not even install a new release that I know is demanding there. I'd go right to bootcamp if it was so important to me that I was willing to reboot for it which in my own case is increasingly rare but that's another story for another thread.
I get the impression you are primarily playing newer stuff and if you are even though I've found an XP virtual environment useful I wouldn't recommend it for you. If you want to play Windows titles on your Mac that are recent you really need bootcamp. You cannot depend on Windows in a VM to always work. In fact, you can depend on it not working sometimes.
So that's the story. It can be a useful tool in a Mac gamer's box of tricks in some cases but not all.
On a bright note, your reboots will be fast with an SSD disk anyway so I'd just go the bootcamp route and save money, time and hassle.
Just one last thing, the touted feature of being able to boot your bootcamp install in Parallels does not always work well in my experience and in the experience of others. It is interesting that some have no problem with this from what I understand but others certainly do as did I. The problem was Windows trying to validate itself in both environments and failing on the second attempt. In other words, the bootcamp install validated fine but trying to access it via Parallels running on OS X it would try to validate again because it detected different hardware, the virtual machine "hardware." It would fail this attempt because the validation was already used by the bootcamp install. A call to Microsoft led me to be informed that they don't support this. They actually wanted me to purchase a second license to run Windows in a VM on the hardware. I am not making this up. I then contacted Parallels of course since they advertise this feature working. They told me they could not help it if Microsoft would not allow it but their feature did actually work they pointed out. Well, yeah. It does work if some of us don't mind paying for another license to utilize it! Again, I am not making this up. Truth being stranger than fiction and me not accepting defeat easily, I persisted in screwing around with this issue for way too many hours and I don't even remember how I finally got it to work but eventually I did.
So, there's that. On the Mac I have now, I didn't even bother with that. By the way, that was not Windows XP I was trying that with. I only run that in OS X. It isn't even supported in bootcamp on my system. That was with Windows 7 which I preferred over Windows 8. I own licenses for both. They are the last Windows licenses I will ever pay for but again, that's for another time to talk about that. ;-)
