Buy games that work on linux.
Right now I have ut2004, Never Winter Nights + expansion packs, and Quake3 + mods, and then Wolfenstien (based on the Quake3 engine).
Doom3 will have a linux version, so will Quake4, I beleive.
Legends is a game based on the Tribes2 engine and is freely (no $ needed) aviable. The tribes games work but they are a bit dated.
ut2003 works in linux, a installer is aviable thru the normal windows cdroms, but people sometimes have trouble with it.
There are lots of little free games, mostly retro old favorites of some programmer that they recreated. Some decent, one people seem to like is frozenbubble. A simple arcade bubble buster-type thing. Strange thing is written in perl.
There are quite a few low-key commercial games aviable.
Thru WineX compatablity ($5 dollar subscription) I've personally run Black & White, the old Diablo 2 game, Warcraft 3 and a couple others. The battlefeild games work thru WineX, but your going to need a very fast computer to handle the overhead of translating DirectX to OpenGL and then rendering it. Some games work well, others don't work well at all.
The Sims works in Linux.
I heard somewere that 7 out of the 10 most popular games work in Linux one way or another... Either thru WineX psuedo-emulation or they have a native port.
Quite a few indie game makers have games that are native to Linux.
One good company is Garage Games and they are the ones that ended up owning the Tribes engine and have quiet a few fun games based on it. Nice little low-stress games that are actually very fun and addictive. They even gave the tribes networking code a GPL liscence for the community. Marble Blast, and Orbz are cool, and they have demo'd versions.
Lots of other indie game makers, too.
They have a few websites dedicated to Linux gaming.
The Linux Game Tome is a good one, lists of the hundreds of games aviable, some shareware, some free software, some commercial.
Tuxgames sells linux-compatable games
Linux Games.com. more of a commercial windows-style bent.
Good free games other then frozenbubble (so simple, but so addictive for some odd reason), are:
Flight Gear Flight Sim, free software, not on the same graphical level as MS's flight sims, but suppose to be very good physics/simulation wise.
FreeCiv, a civilization clone.
Nethack, and variations, too. All the way from text based clones to simple 3-D sprites and stuff.
Cube, a clean FPS game. About the same leage graphicly as Quake1-2, but with prettier textures.
A couple tron motorcycle clones, 3d of course.
LBreakout and bunches and bunches of them.
Actually much to many to bother listing. Check out the linux game tome.
None of them are realy up to par graphic-wise with commercial offerings, but they are fun non-the-less. You know, they lack the "sex appeal" of new games you see in magazines and stuff.
For me personally, most my gaming with new games is console-based. GameCube specificly, and sometimes I borrow my roomate's playstation to see if I can steal a tank and get "national crisis" media level in GTA3 Vice City without cheating.
Older console games can be bought for dirt cheap compared to most computer titles.
Actually I have a TV card for my computer, so I play consoles in a window, so I can surf around or listen to music thru any boring parts.
Linux gaming isnt' up to Windows par by a long shot, but I think it's gotten to the point were most people can keep themselves occupied pleasently without spending a whole lot of money on their system.