Heavy Excel Users?

I currently in the market for a new notebook. I would really like a mac, and would buy one in a second if it were not for one thing. Excel. I do use it a lot for my job, and would often need to do some work from home.

I don't think it is really worth buying a windows machine all because of one piece of software. I work in insurance so tend to use a lot of macros/VBA, pivots tables, statistical formulas ect. I know excel 2011 on mac is not too bad but how much am I really giving up? Would it be fully compatible? and will I be able to change the shortcuts so they are the same as windows (if I use a windows keyboard). I will be working on a windows machine at work so it needs to be full compatible.

Would I be better to just use bootcamp/VmWare when using excel?

I much prefer OSX compared to windows as I am used to it for everything else.

Any thoughts from other heavy spreadsheet users?