Unreal tournmanet 2004 is ported for linux

Other then that, stick with windows for games. You can run some games on linux with wine, but only a few. here is a list of games that run on ubuntu with wine:
http://appdb.winehq.org/
You can also pay for cedega, which is a lot more stable then wine.
Also, if you have an ATI card, leave gaming in linux out of the picture. ATI hasn't caught on yet that developing decent drivers for there cards in linux would help them sell cards. nVidia on the other hand has fairly nice drivers for linux and that's the sole purpose in why so many linux users perfer nvidia cards.