According to tests at
Phoronix, it seems to depend mostly on your video card. I.e., if you have an Nvidia card, games work about as well in Linux as they do in Windows; otherwise, your graphical performance isn't going to be very good.
The only title I've played from your list is UT (assuming you mean Unreal Tournament and not Urban Terror), and as I recall it had one annoying graphical glitch. I was using an ATI card at the time, so no surprises there. Other than that, I've played the Linux-native versions of Quake 3, Quake 4, Return to Castle Wolfenstein, Enemy Territory, and a few less-known open source games along the same vein, with the experience being equal to what I used to get in Windows.
I use wine and Cedega for a few other titles that don't have Linux binaries; some work perfectly (and smoothly), some have minor graphical anomalies. (A certain driver version for ATI cards would make the people in Battlefield 1942 appear invisible, so you could only see their helmets and rucksacks!) If you want to go that route, be sure to check Ozar's links to see how well your games work. It's not all perfect, but Linux gaming isn't the nightmare that it used to be.