Hi,
You asked:
Other applications I have on my PC that would be useful on the Mac are Dreamweaver and Fireworks to support asp and php websites. Would it be possible to run IIS/xampp under parallels? I appreciate that could be a whole different subject and am willing to post a new question for that.
You can run just about anything under Parallels and it will just work. It is exactly like a PC, including network, peripherals, etc. About the only place where you might run into trouble is raw device access (such as PC games that access the video controller, or databases that are set up to run off a raw disk device).
I would say that if you have not upgraded your PC in a couple of years you will find that the Macbook Pro / Parallels combination will be the fastest PC you have ever run.
In fact, you probably could run SQL Server under Parallels full-time, but you would want to have max memory and a fast (i.e., SSD) disk. My hesitation in recommending this option comes from a concern that Parallels isn't meant to run this way, and it certainly uses a lot of resources on the Mac. If you find you really need to do this, you might think about VMWare Fusion; though not as fast as Parallels for running Windows, VMWare is in the business of providing robust virtual server environments and might be more stable in such a configuration.
Also, don't discount the CoRD remote desktop solution -- on a LAN it is pretty awesome, but even over the internet is is quite usable.
Basically, you have a lot of options, most of which are free, or pretty inexpensive.