There are a number of advantages to going down the virtualization route. If you just need to get Windows 10 up and running to use a particular application once in a while, you can save a lot of hassle by just running Windows 10 in a virtual machine inside OS X using virtualization software like Parallels, VMWare Fusion or VirtualBox ( our guide to VirtualBox.) In either case, you want to boot Windows 10 on your Mac.
Maybe you really like Apple's hardware, but can't stand OS X. Maybe you're using a peripheral that doesn't play nice with virtualization (like some printers) or you want to squeeze as much performance as possible from a game.
You can often get away with running Windows in a Virtual Machine using Parallels or VirtualBox, but sometimes that won't cut it. More often than not, this means running Windows on your Mac. While Mac OS X works well for most tasks, there are times when it just can't do what you want it to usually that's some application or game that just isn't supported natively.