My work laptop is a MacBook Pro, and I have to use Parallels daily.
Boot Camp is going to give you the best performance. It’s surprising easy to set up, but it does require a reboot every time you want to use Windows. If you’re looking at an Air, you might want to opt for the larger hard drive, as you’ll have to partition the drive for Boot Camp.
Parallels works well, but for me it’s also been finicky at times. The performance is decent, but anything requiring Direct 3D or OpenGL is going to be slower. The integration between the Windows guest OS and Mac OS is nice though, and it’s easy to move files back and forth.
Honestly, while it will work, it’s not ideal. There are always hiccups and little issues that pop up. Unless you’re in the Apple ecosystem already, or you just really prefer Mac OS, it’s probably not worth it. You’re going to be making compromises and spending more money than you need to.