You can also loan your game CDs out to all of your friends & have them install No-CD patches so that they can play the games without paying the publisher. Doesn't mean that it's something that, for example, the Tom's Hardware site approves of.
Personally, if I really thought that OS X was that superior to any other OS out there, I'd just pony up the extra cash & buy a real Mac in the first place. That way, if something goes wrong with it I can contact Tech Support for assistance. If I'm just looking for a super-cheap/free OS for my hardware instead of Windows, there are a myriad of Linux & BSD-based distros out there that can be used.