Running Windows applications on OS X

I've been a windows-user for many years, but now I'm starting to use OSX Leopard, little by little. But I need to run some Windows applications (specifically AutoCAD 2010). I know there are many alternatives (Parallels, CrossOver etc.), can anyone help me make a choice? I need speed, and a simple way of opening the same file with AutoCAD and with OSX applications.

I throw in a vote for VMWare Fusion with Unity mode enabled. I had bad experiences with Parallels, but things may have gotten better since I last used it. I use Fusion all the time.