If I buy windows 8 pro upgrade and parallels, can I then install windows 8 on my mac without having any kind of windows on my mac?
The upgrade key will install the Windows 8, but it won't activate. You could try installing a previous version of Windows, be it XP, Vista, or 7 and upgrading from there. I haven't tested it myself but from other threads that I've read, have reported that installing evaluation of previous OS should work just fine. But to be absolutely safe, it's probably best to buy the full version of Windows 8. It's worth it in my opinion.