I'm running windows 7 on my macbook pro. us mac people do it all the time
I do it for a few reasons.
1. Games. I dont play them much but the few a year I do play, if it is not available for mac (about 20% of the time, most major releases have a mac port) then I boot up into windows to play
2. I can alternatively load windows inside OSX to check how my site renders in IE, which is of course quite important, with almost a million different ways to integrate windows and its apps into OSX.
For eg:
3. Airport security - when customs grab your PC and boot it up, it boots up into windows unless you know what key to press. On this partition theres no personal details just a few games and some half assed browser history.