CNET has spent some time testing 64-bit Windows 7 and Snow Leopard on a MacBook Pro, currently the only machine that officially supports both of them natively. Snow Leopard wins in all accounts except one: Gaming.
Of course, you can argue that Windows is not as optimized as Mac OS X in that machine. On the other side, Apple's Intel-based hardware is really not that special. This shows in the gaming test, where Call of Duty 4 squeezes 5 more frames per second in Windows 7:
In other tests, however, Snow Leopard consistently beats Windows 7 running on this machine. Especially painful is the battery life test:
This one, however, can really be attributed to bad drivers, since the author of the tests says that he "was able to get just around an hour and a half with Windows 7 with general usage on the same machine" running Boot Camp 2.1 instead of the 3.0 version he used for the test. [CNET]