Yeah, I remember reading about that on Digg. Except that it latently wasn't true. It came from a benchmark someone ran comparing a Macbook Pro to other high-end laptops running Vista. The MBP ran Vista marginally better. The thing that everyone except the most extreme Apple Zealots pointed out was that this isn't an accurate comparison since the MBP was receiving an advantage due to more RAM and DDR3, whereas the other high-end laptops were all running DD2 motherboards. Basically, it was a story about how a more expensive laptop running better hardware was faster than other expensive laptops. It then got blown out of proportion by extreme Apple zealots and sales staff. Technology fans, whether Windows or OSX users quickly shot it down.
There is no advantage to running Windows on a Mac. If you benchmark identical hardware you'll get the exact same result, and all of the hardware is pretty much cross platform these days...it's just some of it (RAM!) costs an arm and a leg more if you buy it through Apple. Like Scott said, however, the PC hardware market moves much faster and has less of a markup, so dollar for dollar, you could probably build a much better PC than you could buy a mac.
I am, however, curious as to how OSX runs on PCs these days. I'm tempted to install it on a partition on my laptop....