Oh, I don't know. Sounds like OP wants to dabble in Mac while he continues to deal with crap that keeps him somewhat stuck in Windows. I think that's a reasonable approach to take.

My first thought was "Okay, you can find substitutes for those things listed" as Sn00p mentioned. But that can take time. The VPN may or may not be well covered. There are various options in place of something like MS Money, so that could be changed. Visio is tougher if you need to keep exchanging documents in it (I won't pretend to know the ins and outs of that, but I think there are options or could be if you want to switch bad enough). So I'd say running the MacBook with Parallels would be a good option, once you've tested to see that your chosen apps work okay that way. If you want to go Mac, BootCamp is less desirable because you'll end up not wanting to reboot all the time, which means if you need to do this stuff right now you'll end up booted into Windows. So if your stuff can work in Parallels, that would be good and give you the chance to do the less software-specific stuff in Mac (stuff like email, web browsing, anything personal with photos and music, etc.) without rebooting.

BTW, you can sync Blackberry and Exchange on a Mac. The Blackberry requires third-party software (provided for free and endorsed by RIM as I recall, but not written by them). Exchange you can do with MS Entourage (part of Office Mac), although it's still not as complete as Outlook from what I understand.