I personally love Quicktime. It's not so great disk space-wise, but its quality and speed is unmatched IMO.
WMP/WMV can be slow to decode in real-time depending on the quality of the video, the speed of your computer and the player you are using. WMP in particular is a gigantic CPU hog. VLC is better but as has already been indicated, it won't play certain files. I'm interested to try out this Flip4Mac WMV.
Why piss away a few hundred bucks to install windows? I thought the point of a Mac was to get the pure awesomeness of OSX.
Don't. Many current OS X users (myself included) are people who switched over when they discovered how much Windows XP blows. Most of said people still have Windows install discs lying around so installing a second Windows OS on your Mac shouldn't cost any money. In the case of my mom, when we bougt her an iMac back in December, she needed to be able to dual-boot because the applications she used for work ran exclusively under Windows. I just used her old XP install discs and it didn't cost us a penny. She does her work in Windows and everything else gets done on the Mac side.
Personally, I haven't bothered to install Windows on my Mac. Unless you have a practical reason to do so, there is no point. If I ever decide there is some Windows application I just can't live without, I'll probably go the "Parallels" route rather than Boot Camp.
And yes, you are right, the whole point of the Mac experience is the pure awesomeness of OS X.