Gas turbines are in fact used for direct electrical generation. In a combined cycle plant, the waste heat from the gas turbine exhaust is used to generate steam for a steam turbine.

For example: http://www.cpsenergy.com/services/natural_gas/natgas_generat...

Gas turbines are useful for peaking load, because they can be started and stopped quickly, relative to pure steam turbine generation.

A number of power plants in the U.S. generate electrical power by burning natural gas in a turbine.