CNET compared the performances of Snow Leopard and Windows 7 on a MacBook Pro from 2008.
As shown in the graph (where the shorter bars correspond to a quicker machine), Mac OS X is much better in the majority of the uses. The same applies and even more on the level of battery life where under OS X the battery held 111 minutes against 77 under Windows.
On the other hand, and without surprise, it is better to have Windows 7 to play games and even under Cinebench Windows takes again the lead. There are some aspects offered by Windows 7 that are superior, such as its very fast startup times. However, as a whole, it is still rather far behind Mac OS X.
