You have three options.
1) Install Wine/Cedega and try to play games via that method. It's incredibly hard to configure and has compatibility issues with some games.
2) Find games with Linux installers. Play those.
3) Suck it up and dual boot with Windows.
There are a few games for Linux, including Return to Castle Wolfenstein, Wolf ET, Quake 3, Quake 4, Doom 3, UT2k4, etc. Just install them and install your video drivers, then play the games.
Both will run in Cedega, with a relatively decent speed/FPS. If you don't want to break out of Linux and are comfortable doing (perhaps, I don't know) a bit of tweaking, use Cedega, but if you want to be ABSOLUTELY sure these games will run, you'll probably want to use Windows.
Cedega is not free, it costs $5/mo and works fairly well. Those games should be fairly straight forward, install Cedega, run Cedega, and install the game with Cedega, then run the game with Cedega. Should work fine.