I have the luxury of being able to directly compare two 15", 128mb, 2gb RAM, 2.2Ghz MacBook Pros side by side in respect to WoW performance. One running Windows in BootCamp and one OSX Leopard.
I didn't waste much time getting BootCamp installed and have installed custom drivers, fan controllers and overclocked my GPU with Riva Tuner. My partner, on the other hand, was still insisting that WoW is fine under OSX but as of an hour or so ago it looks like I'll be setting up BootCamp again for her.
The difference is, quite literally, night and day- In Shattrath city she was getting stuttering and graphical lag on medium settings in OSX, in Windows I was able to jack everything up to max and comfortably enjoy 4xAnti-aliasing. Suffice to say; as she fought with minute long freezes and jacked her graphics detail ever lower to compensate the concept of BootCamp was sold to her pretty quickly.
Anyway, using BootCamp to get the best gaming performance out of your MacBook Pro is pretty much a no-brainer, and in some cases (Crysis, for example) Windows is your only choice. Crysis plays beautifully in BootCamp on medium/high settings albeit in a slightly lower-than-native resolution, but it's fun and tolerable.
If you can't be bothered to boot into XP for a quick blast of WoW, you can actually run WoW from your mounted FAT32 (No NTFS, sorry) BootCamp partition by copying over the OSX binary files. That's over 7gb worth of duplicated data saved. Also you can, of course, boot the BootCamp partition in Parallels for the odd non-gaming windows usage. It really does give the best of both worlds.
If you have a roomy 120gb+ hard disk in your MacBook Pro (you should do) then 20gb for Windows XP and World of Warcraft is an acceptable sacrifice- of course the next expansion might take up a spot of space, so going with 30gb is a good idea to save time reinstalling... looks like I might be treating myself to a copy of iPartition and crossing my fingers that it works if 20gb gets a little too cozy.
To jack your fans up to 6000rpm in Windows look for a little app called InputRemapper, it'll keep your machine from frying if you toast that GPU with some high-detail WoW goodness.
It's a shame to have to buy another OS and conduct a risky if easy install process and a lengthy re-install of World of Warcraft (copy it over from another machine if you have one, it saves hours) to get the most out of an old game that should run flawlessly on a MacBook Pro. I could whine and moan about Blizzard letting down Mac users with poorly ported code (WoW flips out if I use filtering in OSX, I get a screen filled with noise) but even releasing a game for OSX is a rare and commendable enough practice to let the performance issues fly.
I, too, got fairly exceptional performance in WoW from my 12" Powerbook but the MacBook Pro still puts it to shame. MacBook Pro- the best Windows laptop I've ever owned.