Yes you can get rid of OS X, however, you will need to download the Windows drivers for the MacBook first which will probably try to install a bunch of Apple-ware on your Windows partition. Also I'm not sure how far an Apple Store would be likely to assist you if you just removed OS X from the device. Some third-parties may even turn you down. Your best course of action is to resize the Mac OS partition to as small as you can make it, then use bootcamp to install Windows on the drive and use Windows as your default startup disk. It would be the safest and probably the best way to ensure you are eligible for the full year of free replacements (because the clamshell on a 2010 MBP cost $1300 to replace).
Since a lot of Windows users with your mindset tend to play video games, I might add that you're not going to have a very good experience gaming on MacBook, even with Windows, the hardware is designed more for crunching numbers, not displaying millions of moving vertices. Gingerbread is almost correct in his statement of giving up 90% of the games out there, you do give up a lot but I'll be honest, it's more like 70%, and of that 70% probably 10% is because the hardware just isn't good enough, the rest is because there isn't a port for it.
To answer some of your other questions, Apple ships their OS pre-installed on Windows, but decided a long time ago to cut the costs with optical disks, the transfer speed is slower compared to installing from a hard disk or flash drive, you can buy a thumbdrive pre-loaded with Apple's OS X but as another user posted you will need to build a hackintosh, as the OS is specifically made for the models Apple currently sells and in the past they only support a computer model for 7 years then it is considered legacy with no support. Windows is starting to do this with Windows 10.
Before you go saying I'm a Mac fan, I'm going to tell you this, I've been using Windows since the 386 came out, I got bored after I learned the registry so I started using Mac in 2006 out of curiosity. Been using it ever since just because it is much more stable (no bluescreens), but I also have worked with other *nix based systems such as Unix, Debian/Ubuntu, Fedora/RHEL, and others. Installing Windows on a MacBook is child's play. It's when you put Ubuntu on a MacBook for the first time is when the pain gets real.
If you like the look of the MacBook but want Windows on it, why don't you just get an HP Envy, an Acer Aspire, or for gaming a Dell XPS? They are probably just as good and carry as much of a status as a MacBook.