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 develop in ASP.Net on my mac almost daily, and I have to question why you aren't interested in Boot Camp. Yeah, VMWare is nice, but for my money nothing beats the performance of running Windows by itself on the Mac.
One more thing, there is a Deep Fried Bytes Podcast that is entirely about .NET development on Mac - you may find some nuggets in there too.
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.
@Andrew - I'm exactly in your situation. I use a MBP while my company work is purely Microsoft based: i.e., .NET, COM etc. While nothing can beat running Vista natively in Boot Camp (I've never seen Vista run so fast), the niceties of having your Mac OS be the "main" OS, for internet, mail etc. has gotten me to the following configuration. Works like a charm:
For non development occasional need I also keep Microsoft Office 2007 installed. They do have MAC ports, but those don't always cut it.
Oded, it depends on what type of .NET development one is trying to do, and for what platform. If you're targeting Windows and building something other than console apps, you're best off not using Mono, as Mono projects are not necessarily drop-in-to-Windows-and-go solutions.
I'm in the same boat; VMware on a MBP, doing .NET development (and a little Mono, but that's a different beast). I would recommend updating to the Fusion 2.0 betas if you haven't yet; they're faster and offer some great new features (multiple snapshots! application linking!) and, in my experience, are just as stable as the 1.x releases.