If you use steam, the only extra package you have to install are the 32bit graphics drivers if nvidia and mesa (if not nvidia) for 32bit native linux games and wine itself. Although sometime in the nearish future you won't have to do that for wine either.
But my personal gaming is dictated a lot by what my friends are playing, which means I prefer being ready to start a new game quickly without much hassle. And plenty of competitive multiplayer games are unsupported entirely on Linux.
I’m super excited for the future, but it just doesn’t fit my needs yet.