I'm thinking on buying a laptop, but yet I'm not convinced for which setup go to. What would you choose?
A) Macbook Pro. Windows VM. Kali VM.

Windows laptop. Kali VM.
C) Delete Windows and put Linux (likely Jessie as my PC) as the main host. Windows VM, Kali VM.
D) Other: explain.
I'm not sure whether the Macbook worth. For lower prices there are high-end laptops with far better specifications. About Linux, probably there will be drivers issues of some sort. And Windows... Well everything will work, but I don't need Windows at all, just to run any specific tool occasionally.