Wine

You could try Wine and use the Winebottler frontend for installing common Windows software.

With Wine isn't 100% compatible with all windows programs, so consider yourself lucky if all your applications work.

Virtualbox

Virtualbox is a PC virtualization software. You'll need to install Windows as a "Guest operating system", which requires a Windows license.

Virtualbox is compatible with all Windows software, but has limited support for hardware 3D acceleration.

Boot Camp

For 3D games you'll need to use Boot Camp.

As you've pointed out, there is plenty of virtualisation software. However, the most famous are Parallels and VMware Fusion (the other ones I haven't used, so I can't give you an opinion about them).

In my opinion, Parallels is the more robust one and gives me the best performance. There are a lot of online battles going one between both camps and there both apps have their (dis)advantages. For me, Parallels is the best way to go, because it has the most functions.

For most people it's a close race and they let the price decide. Both companies often hold special sales, so you should look for those kind of things.