I gave Windows up on Jan 1 this year... previously I had used every version since 3.0. I remember seeing screenshots of other operating systems such as Next OS and others while I was using Win 3.11 and Win 95 and it made me want a different environment to work in so much. Gaming and hardware support made me hold off on using Linux until this last year, but I am so glad I switched. I use Mandrake 9.2 now, though I hear that Gentoo is a good way to go. I never cared much for the Mac user interface, nor the proprietary hardware which goes along with it.
As far as the gamers are concerned, the following run great in Linux (from my experience), either natively or under emulation using WineX:
Quake2 and Quake3 (not tried Q1 in Linux), H.M. FAKK2, Unreal, Unreal Tournament, U.T. 2003, Rune, Thief, Thief2, Medal of Honor, Diablo 2, BF1942/Desert Combat, Legacy Doom openGL (Doom1, Doom2, Heretic, etc.), Duke3D, Half-Life, Savage, American McGee's Alice, Black & White, Morrowind (semi-crappy performance), MAME
U.T. 2004 should be no problem as it has linux native installer.
Serious Sam is supposed to work well too but not tried it, So is Max Payne(no idea about Max-2)
What I tried but couldn't get to run properly:
Unreal 2 (doesn't launch), Postal 2 (runs but renders crappy), Gothic 2 (also runs but crappy).
So... gaming has not been a bummer for me.
I no longer care about my version of Windows being legit or not, because it is just a coaster now