I guess it just depends on where you are in life and what you're looking to do. A college kid looking to spend half his time gaming but also wants to dabble in OSX? Obviously, build a gaming rig and get a mac mini or work on a hackintosh or get an Apple notebook. An adult with minimal downtime who spends most of said downtime playing games? Again, sure - build a desktop. I have a friend whose wife games, and the two of them spent years playing WoW together. They have a dedicated area for the two of them to do just that. Build a desktop.
For me, and I know I'm not alone here, I get maybe 5 hours a month of gaming time. Maybe. 40-50 hours a week of work, 3 kids, a house on some land, and a wife who has no interest in gaming (which means my time spent with her is spent doing other things) means that while I do really enjoy PC gaming, and spent my youth doing pretty much nothing but gaming, I simply don't have the time for it to be worth building a dedicated system solely for gaming. Even with all of that aside, I also have amateur photography and other hobbies that take my time, and that a mac lends itself nicely to.
Finally, because my lifestyle is such that gaming is not a big part of it anymore, and because my wife is particular about interior decoration and how spaces in rooms look, AND because I have three kids and therefore no extra rooms for a dedicated office, the desk area (which is in the bedroom) has to be as "clean" as possible. In my particular situation, I simply do not have ANY floor space for a tower unless I were to sacrifice leg space, which I'm not going to do. I am using a solid wooden desk that was hand-built by my wife's grandfather 100 years ago, against a wall where there is no space to the left or right of the desk due to doors... bah, here see if this helps explain it.
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Note that I plug in a Razer wired mouse when gaming. I don't use the magic mouse.
So for an adult who, as the OP phrased, "loves PC gaming, and mac," and to answer his question "how do you do it?" Boot camp gaming on an iMac is plenty capable for more than just the "casual" gamer. on a 2011 iMac I've recently played Bioshock Infinite and Max Payne 3 at pretty much maxed out settings, played through Far Cry 3, Skyrim, Diablo III, and plenty of other games that I can't even remember right now at near max settings, etc. No, I don't need - nor expect - 100+fps before I consider my gaming experience adequate. I'm not playing online competitively, and I'm not a framerate snob in the way that audiophiles are audio snobs. If I can be satisfied with 24fps from film then so long as my gaming experience doesn't drop below that, I'm fine.
Does that mean I'm not experiencing the game "the way the developers meant for it to be experienced" or whatever? I hardly think so. When I toss a game on my work laptop and play at the lowest resolution just to pass some time, then that statement may be valid. But I hardly believe that the quality of the gaming experience on an iMac is anything less than the experience on a custom-built PC system.
So my answer to the OP is: I use boot camp using an iMac, I get the best of both worlds, I get an amazing gaming experience with the hardware, I have a great physical setup with the iMac mounted on the wall and a clean work area that the most important non-enthusiast in my life can appreciate and admire, and by the time my video card is struggling to run the latest games at the highest resolutions, I'm in the market for a system upgrade anyway.
It doesn't mean it's right for everyone, but it's what works for me, and since the OP was asking for opinions, that's mine.