Yes and no. Unfortunately games tend to be made for windows, but I do all my gaming in linux these days. Some games have linux ports, like RTCW, ET, the UT series, etc. Others you need to run in wine (well, winex, which costs at least $15, is the best) and you can play things like half-life, Counterstrike and others - see www.transgaming.com
for the games that run well... Once you have winex the games run more or less just like on windows - well they either run or don't run
Heavy gamers tend to keep a copy of windows, usually 98se, but some manage to game okay with just linux and winex.