It depends on what your games are. The truth is that most of the big popular games just will not run under Linux at all. A few will work under Wine, but are often very buggy when they do. Your best bet is to check out
Cedega, a commercial enterprise that builds on the Wine base to try to get as many games running as possible. You will have to pay a monthly fee though.
Most gamers however used dual-booting, running Linux for most things, but booting into Windows when the need to game hits.