No OS change required. You can either run Win 7 via Boot Camp, Parallels, Fusion or natively on a MacBook Air 13. Yes, it is delicate, one slight drop and it will never look the same.
I ended up buying a T60p, so now I have a T60 (for my wife) and a T60p. They are both excellent laptops.
But I'm curious about your suggestion they I consider a MacBook Air running Windows "natively". Do you mean that a MacBook Air could boot up in Windows just like a Thinkpad? If so, how is this done? Also, could a MacBook also run Windows XP?