If you do need to update the firmware, you can wipe off OS X after it is updated. If you are installing Windows on an older Mac, you might need a temporary installation of OS X to update the EFI firmware to allow BIOS emulation which is needed to boot Windows. This does mean you will need an installation of OS X at least while you download the drivers and then burn them to disc or copy them to a USB drive. Since there is no longer any retail disc, Boot Camp drivers can be download in OS X by running the Boot Camp Assistant utility in Applications -> Utilities -> Boot Camp Assistant. Since the full Boot Camp software is on the OS X disc, you will need a copy of the OS X on-hand, but you don't have to have to keep OS X installed. You can download a version of the Boot Camp drivers from Apple's website, but it is only an update and doesn't include the full suite of drivers and device software.
These Boot Camp drivers are used for things like the Apple keyboards, trackpads, mice, special function keys for brightness, etc.
When you are booted into Windows and insert the OS X disc, you will be prompted to install the Boot Camp drivers and utilities. To have full hardware support, you will need a copy of OS X Leopard or preferably Snow Leopard since Snow Leopard has a newer version of the Boot Camp drivers and device software. Yes, you can have only Windows installed, but there are some other things to be aware of: Leopard and Snow Leopard