I've also got a MacBook Pro from March 2009 with similar specs as the OP's (Dual Core 2.66 GHz, 4 GB RAM, 512 MB nVidia GeForce 9600M GT). It's way above the minimum requirements ("Dual Core CPU, 2 GB RAM, 256 MB GeForce 7900 or better"). It DOES meet the recommended memory (4 GB) requirements, and falls just a bit short on the recommended graphics card (512 MB GeForce 9800)--keeping in mind that the mobile version of the 9600 may be pared down a bit from the desktop version.
The only place it really fails the recommended requirement is that it's not quad core. I think I saw a thread that mentioned the quad core as helpful to processing the AI, as opposed to the graphics. I just checked, and it looks like MacBook Pros are still being sold with dual-core processors, so it looks like all recent MacBooks will have the same problem.
So to sum up, anybody with a recent MacBook Pro using Boot Camp can probably expect good overall performance (memory), decent-but-not-pristine graphics (GPU), and serious pausing between turns (CPU).
VMWare and Parallels usually split the memory and the dual-core processor--one for Mac, one for Windows--and can't port graphics over perfectly, so I'd expect both to be dog-slow and graphically nearly unplayable (except for Strategic Mode!). Crossover might work better, but I'd expect a lot of bugs up front and a lot of future patches from the good people there before it's really playable.
So there's my terribly humble opinion! I guess we'll know for sure in a week!