I have just got a MacBook Pro and have been using it (+Fusion) to develop on for about a month now. The purpose of this question is similar to Hidden Features of C#; to become
I believe project mono has mac support.
This assumes you want to develop directly on the mac and that you are happy to forgo some of the MS specific features and tools (so no C#3.0, libraries like WPF and Visual Studio).
Of course, using paralles/vmware/virtualbox or any other virtual machine with a windows guest as you describe will also work fine.