Because of DX, Windows has prety much locked up the 'flashy' games market. Not good
strategy games, though. You can get lots of cool games for Linux like Free Civ. Just not the latest RTS games like Homeworld II or FPS games like Doom. But other than games, there are lots of
equivalent options beyond Windows and it's getting better all the time. Linux has the most options ever: Anything important that you can find for Windows you can find for Linux. The Firefox/Seamonkey/K-Meleon and Opera browsers, for example. And Open Office is now a complete replacement for MS Office. And two other complete desktop suites are getting close to complete as well, Gnome and KDE. And you have many choices of who to buy from instead of being locked into one manipulative source. There are even dedicated sites for comparing the various distributions available:
http://distrowatch.com/