If you want the latest AAA FPS then Windows is going to be your choice. And by "AAA" I mean over-rated and over-priced franchise engines (Hello BlackOps you "barely-interactive-just-run-around-because-there's-no-point-shooting-anything" thing.) which haven't been updated for the last five years. Meh.
Having said that, looking down my list of installed linux games... Witcher, TALOS, XCOM, Bioshock, Worms :), all the Valve stuff, Strike Suit Zero, Torchlight, Trine, Metro, Serious Sam :), Defence Grid, Stanley Parable, Penumbra, Killing Floor - there's quite a lot out there.
I've found WINE isn't a great option for games. Perhaps I just haven't fiddled enough.
I see no particular reason not to take MS' offer of W7->W10 upgrade just to keep current, but all that its going to run on it is Steam for a few of the nostalgia games which haven't been ported - Magika, Lara Croft, Monkey Island. I'm not trusting it with any serious data and I'm certainly not going to run it day-to-day as my main OS. Its just a wrapper for some games - the right tool for the job. Eventually, I hope that vmware player is going to be up to the job.