Regnum Online/Realms Online is my favourite Linux closed source MMO game. Last Thuesday a new server (named Raven) opened especially aimed at North American players, but non Americans can also play on this server. Especially the RvR aspect of the game is great. The community is also overall friendly and not very childish.
Hmm .. still playing Doom 3, Quake 4 and Prey now and then.
Sometimes - when feeling a bit nostalgic I play the stone-old Quake 1 (with the improved linux engine). Now and the I do a quick one with Serious Sam, RTCW, and (under wine) Max Payne, Painkiller and SOF.