Boot Camp only partitions your HD. When you boot into Windows through Boot Camp, 100% of your RAM and processor power is devoted to Windows, making it run native-ly.
Hope this helps!
Save each file in it's native format. Your programs are all Adobe programs, and the CS programs can all "inter-open" each others files (if similar).
As for which program to use, that is personal opinion. I made my cards in Photoshop, because I know how to use Photoshop better than the others...