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. OliverJones knows a lot about them and will hopefully post a list. Unfortunately they've gone out of business, but 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, 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 GPL, 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.
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. :)