Thanks almost single handedly to JohnCarmack and his support of OpenGL, a number of commercial games come out natively for Unix.
There was a company called Loki that ported many games to Linux. Unfortunately they've gone out of business, so you can't buy their games from them any more. They were responsible for the UT port, as well as Civilization: Call to Power, Myth II: Soulblighter, Railroad Tycoon II, Eric's Ultimate Solitaire, Heretic II, Heroes III, Heavy Gear II, !SimCity? 3000, Soldier of Fortune, Sid Meier's Alpha Centauri, Descent3, !MindRover?, Kohan: Immortal Sovereigns, Tribes 2, Rune, Heavy Metal: F.A.K.K.2 and Postal Plus.
There's also a company called TransGaming who are working on a version of Wine called WineX, especially for gaming, which runs a whole heap of cool new games:
You can download the source code for WineX under the AFPL, but to download binaries from them you have to subscribe. Subscribing gives you the benefit of supporting them and a say in what games they work on supporting next, so it's highly recommended.
Servers for any commercial game worth their salt come out for Linux.
There are a number of cool GPL/free games for Linux:
If programming games is more your thing, go have a look at the SDL (SimpleDirectMediaLayer).
Alternatively, go out and buy a console. Computers are for business. :)
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