I don't play as much PC now as before, but not only because I just use Linux (can't find the time..). Still very interested in gaming, though. The most important games for me are the Quake-series, primarily Q3A. id Software is very important to Linux gaming and me, as they release prior engines under GPL and I like the gameplay, so I always buy their games even though I don't play them through ("I'll complete it another time"..).
id Software games (+ games by partners)
WINE (only for Blizzard games except WoW)
I haven't bought it yet, but I'm very excited about the Penny Arcade game(s), so I'm sure that would be high on my list. If Blizzard made native Linux clients for SC2 & D3, I think they would maybe rank higher than id!
Lastly I like and own two older shareware games, Marble Blast Gold and Mutant Storm, but gave up trying to get them to work on a modern Linux system... Not so cool.
I'd also like to have more adventure games on Linux, the genre itself seems to be making a comeback (Ankh, Jack Keane, Penumbra), but I'd definitely like other titles as well (such as Longest Journey and the like) or Action-Adventure titles (a la Prince of Persia, God of War et al. [of course not those specific titles, much less console-exclusive titles]). Gaming seems to be becoming saturated with Action shooters and MMOs.