I've head that some games -- Quake, for example, are faster in Linux. But, of course, by no means all games will even run.

If I were a gamer, what I'd do is remove anything that can possibly connect to the Internet from Windows and keep it strictly for gaming. I'd then install Linux, use it for all my Internet activity, productivity, and experiment with the games, maybe using Cedega.

It need not be an either or, but a both and. It's easy to dual boot Windows and Linux so you choose between OS at start up.