Arch + new PC + windows

How would you guys go about combining those above? I'm about to buy a new computer, and I'm yet undecided on what to do. I fell in love with Arch, so I would like to keep it if possible, but I also have a heftly backlog of games on Steam, including Windows-only titles.

Those are the options I could think of:

* arch + emulated win (how's the performance?)

* win + emulated arch (feels like cheating)

* arch + win dualboot (best performance, but annoying in that you have use either one or the other, not both)

* arch + wine (how's steam in wine doing?)

Which do you use and prefer, why? I'm quite curious.