TL;DR It depends on how nerdy/geeky you are and in what ways, but Nah - it's definitely NOT necessary to always build a machine...
I've got a bunch of boxes running right now:
1. i7-3770k/asus P7-LX/GTX760 Win8 gaming/Ubuntu vbox machine (built) - mostly for the 32GB RAM that I use for C++ development
2. 2009 27" imac
3. 2009 13" mbp
4. older HP server box running Ubuntu
I've considered turning 1. into a Hackintosh for kicks, but have avoided the hassle. Over the years, I've also had Dells and built many, many boxes. FWIW, I'm pretty OS-agnostic, or perhaps more accurately, I like all OSes, but do have a preference for Unix-like OSes and nice GUIs (OSX is still more polished than Ubuntu, but they've improved).
It totally depends on what you are doing - yes, if gaming is your primary concern, then building a box makes sense. To be honest, if I could only have one of those 4 boxes, I would pick either the imac or the mbp simply for the ability to run OSX, Win8, and Ubuntu easily and hassle-free. Most of the day, I am using the mbp, with Ubuntu/vbox running on the custom box in the background.
I use OSX 95%+ of the time for its superior GUI (imho) - I'm mostly jumping between Chrome and iterm2/byobu-tmux most of the day. In the backend, I program C++ on Ubuntu/vbox - don't care what hardware it's running on. The other 5%, I run dota 2 on the gaming box, but could easily do it on the imac instead, so my custom-build is actually overkill for that purpose.
If you do not need portability, getting an iMac is fine - if you need portability for about the same price, the Retina 13" mbp is good. For most purposes, CPUs today have enough cores and memory to do what most people need to do - there's no reason to obsess over specs like a crazy fanboi unless you really need them. Expandability used to be a concern with Apples, but with superfast USB3, Thunderbolt ports, and even WIFI/ethernet networking it's easy to add additional storage - just make sure you get enough memory on your mbps (iMac memory tends to be user-upgradeable so that's OK).
For the OP - yes, you can run many windoze apps directly using WINE (free) - you can check the ones you need here:
http://appdb.winehq.org/In the worst-case-scenario, you can turn your imac or mbp into a duel-boot OSX/Windoze box or if you don't need gaming performance, easily run Windoze inside a virtualbox in OSX - there are many viable options these days.
EDIT: as far as longevity of these machines, I don't intend to replace the mbp for another 1=2 years (will be 6-7 years old by then) and the imac for probably even longer than that...