I recently got a new Macbook Air. I installed Boot Camp so that I could run my Windows development environment. Microsoft has a very straightforward reference for setting this up.
I purchased Windows 8.1 from the Microsoft Store, which was pretty easy. Running
WindowsSetup.exe will download the .iso or create a bootable USB drive. For the Macbook Air, the bootable USB drive is the only way to go.
Then the startup of Bootcamp pretty much takes care of the rest. The only difficulty was that the wireless drivers were not installed. This problem is straightforward to fix by going into the
drivers/broadcom/ folder in the mounted USB directory and running all the executables to install the drivers.
So far, Windows 8.1 has been pretty good. I changed the defaults by following these instructions:
So far so good.