Second: Like other posters above have noted - install Ubuntu, install Steam, and game to your hearts content...
...But not really.
Don't get me wrong, I'm happy that Linux (or at least Ubuntu) is gaining (har har) steam in the gaming arena, but they still have miles and miles to go before they even rank as mildly competitive with Windows. Looking through the games available from Steam on Linux, not a single game in my library is represented, and there aren't any that I really want to play. Of the games I'm currently playing, only one is available (might be available, will be available?) on Linux, Shadowrun Returns. It is nice that I can play Valve titles, but I really don't want to. I'm burnt out of TF2, and I really can't bring myself to play Half Life 2 yet again.
If I was still running Linux, I'd still want a Windows partition for gaming right now. This isn't going to change until more big devs and triple A titles show up on Linux. Right now, ignoring Source titles, there are none.
Yes, the race gets closer with Wine. But the reason I migrated AWAY from Linux in the first place was having to mess with janky, temperamental, arcane solutions to very simple problems that are quickly fixed in the big two OSs. I don't want to have to waste time getting one game working, reading forums full of trolls and idiots for one post that give one correct value, in one semi-hidden config files, just to do something that I can do in one click on Windows. For a lark, I poked around on getting the two games I play the most right now to work on Linux (Rift and Civ 5), and it is a very hit-or-miss affair from the looks of it.
Again, I'm not bashing Linux, or "shilling" for MS (god I hate that internet bullshit meme), go with what works for you. If you want your OS choice to be a political statement, good on ya. If you really just like Linux, fine. If you hate MS and Apple, fine. If you love them, equally fine. Don't care. But it is disingenuous to promote Linux as a Windows replacement in gaming. It isn't even close. Perhaps it will be, someday. Perhaps that day is coming sooner than later. But it isn't even close yet.
Also...
MS is about to lose it's hold on the only thing keeping Windows relevant.
How? This news has nothing to do with Windows gaming, only with MS's own gaming for Windows. My games will all work fine after this. If not for Slashdot, I'd never of even noticed, so great is its effect on my being.
Further I haven't actually found myself saying "Man, I wish I was using Linux, this would be so much easier" on my day to day tasks. Actually Linux would hurt my workflow right now, since I would lose my number one tools (Lightroom/Photoshop). The only time I yearn for Linux is on my girlfriends crappy netbook running Win 7 Starter (she doesn't want Linux, so Windows it is), and on my weak HTPC. But sadly there isn't a media program that is easy enough for drunk friends to use, that can also handle 30k songs without dying (the objectively terrible and bloated iTunes can, for some reason even with Win 7's overhead). Linux isn't the be-all-end-all. Windows is fine for me. I actually like it, and prefer it to Linux. For now at least, perhaps things will change in the near future, one can never tell.
Also, Windows major advantage is its mediocrity. Its good enough. Its easy enough. Its powerful enough. Its ubiquity also helps, since EVERYTHING runs on Windows, and everything is compatible with it. You never really have to worry about it. I'm happy with this, since, as I age, I value being a "nerd" less and less. I don't really relish in having to dig around and tweak things. I want to click a button and have things happen. Sure, there is no glory in it, no /. cred, but I don't give a shit anymore. Life is too short to have to muck around with config files.