What is the best application to run Windows on a Mac? I've been looking around for reviews for the best way to run a Windows on a Mac. I've come across Bootcamp, Parallels, VitrualBox, and VMFusion. I am wondering what seems to be the most efficient, one with the least problems, and why use it over the others. If there are others I haven't mentioned let me know.

EDIT

I have a MacBook Pro just bought it a few weeks ago, and at the moment I would only use the Windows side for a few games.
Your question is like that old Sesame Street song, "Which one of these things doesn't belong?".  Bootcamp is a way to run Windows via dual booting, which means that when you are running Windows you are not running OS X.  This is good for when you need maximum performance (e.g. Windows gaming) but very inconvenient when what you need is to be able to run Windows and OS X applications at the same time.

The other solutions you mentioned are all virtualization solutions that run Windows on top of OS X, letting you run a mix of applications.  Of these, I agree with Wheat that Parallels and Fusion are both very good, and it's really hard to say one is better than another.  Try them out (there are trial versions) and see which you prefer.  Or just go with pricing; I run Parallels because I got a good price on it as part of a software bundle.

Virtualbox, on the other hand, is free and good at the basics, but it is MUCH less integrated into OS X.  For example, it does not map your OS X documents folder into the Windows document folder to enable seamless sharing of data between the two environments.  My take is that Virtualbox is good if you simply want to play around with Windows on a Mac, but if you have a real-world need for doing so, you're much better off spending the money for Fusion or Parallels.