Gaming is one of the reasons why I also have a windows notebook at home ;) I want to have the choice in case the game doesn't work on linux. But I prefer to play on a console anyway (I think it's easier to navigate and it's better to play on the TV screen, but this is just a personal preference).
@Rubberman: Yes, it was designed to run on Linux, but can also run on Mac and Windows.
Totally agree Robsi, although sometimes depending on if its a custom built PC, the computer is better! Also you can always connect the computer to the TV.
Linux is not good for big games. Most of the big games only supports Windows. and emulating them to work on Linux is not hard. but it will probably have errors.
I think one of the best games for linux but can be played on Microsoft windows as well is savage 2 it is a mmo that is a mix of a RTS FPS and WOW type of game it is really fun fast paced and really nice grafix
they also have a linux ver of neverwinter nights you can get and that is a awesome single player rpg
you can also go here for a list of MMO's that run on linux as well Linux MMORPGs - MMO Hut
as for the best distro for playing games i have found that Zorin OS 5 and 5.2 work awesome with wine if you want to go that route and is a debian distro based off ubuntu
Buy a PS4 or dual boot :).