I have a MacBook Pro here and use Parallels to run Windows. It works perfectly with VCDS (as well as pretty much everything else I have tried that needs some piece of hardware that is Windows only).
As for cheap scanner vs VCDS. Many will be fine for clearing basic codes, resetting the service interval and probably most stuff the average backyard mechanic is likely to come up against... But if you're going to be tinkering much more than regular oil changes VCDS can be a handy thing to have around.