No such thing. I get better frames in CS: S on linux than windows. 60-70 vs 40-45. Unreal is native to linux, no wine, so is medal of honor. WoW runs about the same.
FarCry I get WAY better performance, nearly 30% better frame rates.
Sure being a linux gamer takes a bit more work now and then, but it's nice to promote something that doesn't take away my control over my system.
Trackmania doesn't do well though