I remember my first attempts at use linux. I made a resolute decision not to give up but it was hard. Time and time again I needed to boot windows to use this or that program. I found linux to be exotic and tempting but frustrating at the same time. I remember that there was a little hope under the name of WINE - a program that allows running windows programs under linux. I spend hours trying to get anything to run. Mostly without success. Slowly I gave up, using and finding more and more open source applications. After over three years of using Ubuntu on the daily basis, both at home and at work, I found that there is just one thing I need Windows - games. That being said, I am not playing nowadays so much. Every now and then I decide to waste some time playing some strategy or RPG, only to find out that I am bored quickly and return to linux to to some other stuff. Of course having Playstation 2 is also a factor diminishing my need to use Windows.
I will describe wider how one can entertain himself using linux and floss some other time. Now I will stay on the topic of games. Recently I decided to give a try to WINE one more time, not because I needed to. Simply because I was bored.
WINE is slowly getting closer to version 1.0 and I can just say - it shows. I was able to run "Baldurs Gate" without a hitch, a feat in itself if you consider that running it under XP is not that straightforward. Later I found out that games from the series of "Age of Wonders" are working as well. Looking at the application database I found out that many others works as well - I was concentrating on strategies mainly - HoMM3, Europa Universalis 2, Starcaft, Worcraft III and many others are functioning quite well. I have a doubtful privilege of having very weak graphic card so most of the 3d games are out of my reach, but I know that you can play Call of Duty, Half Life II, Counter Strike not to mention Unreal and different Quakes.
To sum up - I would need a lot of time to finish good games that one can play using linux and WINE.
If you add to this mix native, open source games, such as Freeciv or Wesnoth, it is really hard to complain. Happy gaming!