It's not really that bad. I'm running a parallels VM running Windows 8. The major difference between that and running a straight Windows environment is that we switch off from Vagrant (running a VM within a VM is pretty rough)
However, going pure Windows on a Mac is not entirely a bad idea either. There's a mix of devs here that use Mac or Windows - it comes down to personal preference imo
There isn't much of a speed penalty, and especially not in "simple" things like an IDE.