When I'm messing around with stuff like games and other developer related things, I do it on my Mac since that's where I have most of my resources and it's lightweight. If I need to run some Windows stuff on there and I don't have access to a Windows PC or for whatever reason, I just use Wine. (I really can't dual boot Windows with a loving 120GB drive)
When I just want to play my games or need a little more horsepower for development, I do it on my PC (running both Windows 7 & 10, but I use 7 more) since it's more powerful.
I use Mac more than Windows however, so that's basically my main operating system.