CNET went to town running Windows 7 on a Bootcamp partition of a MacBook Pro (to get exact hardware parity) and found that Snow Leopard was usually faster than Windows 7 and, at the same time, used less power.
To be fair, Snow Leopard is optimized for Apple's hardware. There is no way Microsoft can optimize Windows for all of its hardware partners' products. Get the full scoup at CNET.