Ok, so you just decided to make the switch! Now you are trying to figure out how do I play my old Dos Games? Or how do I play my favorite Windows Game? Well, we are going to try and cover that!
Dos Games : The best, and easiest method is DosBox! It is available in many different formats. You can get it from apt-get, source, portage, for the Mac, or for Windows even. Somebody else left a comment on the Space Games entry with a link to this Dosbox Guide for playing Orion 2. I also found several good guides just by Googling.
You can also try DosEMU, which is a tad bit more difficult to get working correctly in my opinion, and has as good, or worse results then Dosbox. There is a good howto for DosEMU here.
Wine is a good free way to run Windows Games. It is not an exact science though, so it will be hit and miss on how well some games will work. You will probably find many will not run at all. A good place to get some guides on how to get some games running on Wine can be found at Frankscorner. Pay close attention to what version of Wine they got it running in, it does make a difference!
Cedega is the way to run Windows games on Linux. They aim at making sure the newest latest games for Windows that are highly popular run. That does not mean all do, but if you become a member, they hold a regular vote to see where you, the paying customer, want their time spent. They also have a decent Wiki. Pay close attention to what is officially supported, what version someone got it running in, and what bugs they found in it. It all makes a difference. The nice part is, if you pay to be a member of Cedega, all versions are downloadable for you. So it is well worth supporting them!
Crossover Office is another possibility. Some games may work better on this then something else. Like I said with Wine, it is often a case of hit and miss, and the more things you have to try, the better chance you get some hits.
Most full out emulators will not run 3D Games, as the graphics are not well enough supported, so do not expect to run the newest latest greatest windows game in something like Virtual Machine, or Parallels.
Another up and possibly coming system is Falling Leaf Systems. Still not sure how great it will be, but if it works as well as it looks like it might, it could be pretty awesome. π
I also have some useful gaming links on my Games page.
I found a fairly decent list of Emulators and such here, which work great for most “Gotta have em” windows apps, just not games sadly enough.