I think many of the game makers are beginning to take notice of the needs of Linux gamers, but we'll always be a secondary consideration unless Linux overtakes Windows in sales which is highly unlikely.
 
There will always be "Microcentric" gaming companies who will never consider the needs of Linux users, like the makers of Halo and Valve. Interesting how Valve has the time to create Linux server software for all of their HL on-line shooters, but won't take the time to give us a retail Linux version.
 
After all the toil and hardwork Linux servers have gone through over the years running their games, it seems only fitting we should get a Linux version of Half-Life. None will be forthcoming though.

Pity. So far the only ID and EPIC releases GNU/Linux versions of their games. Hopefully Valve and the other companies will get
the hint one day.

Well, alot of games do run natively on linux, it just advertised as much. OK, not alot, but some. Check out
 
http://www.icculus.org/lgfaq/gamelist.php
 
Its a nice list of comercial games.
 
Many are not huge games, but there are some
 
Majesty and its Northern Expansion - a nice fantasy RTS.
Neverwinter Nights and its Expansions - Great 3d RPG
Unreal Tournament - Famouse 3d FPS
A tale in the desert - Different sort of MMORPG
Planeshift - www.planeshift3d.com - great game - free MMORPG - I play this game alot. ALOT! You can find me ingame as Induane - I'm a member of a guild called The Sentinels of the Ragnarok. - you can tell - I like this game.
Tac Ops - good FPS
Soldier of Fortune - FPS
Railroad Tycoon
Americas Army - FPS
 
And many more
 
Also - apps like Transgamings Flavor of Wine and wine itself allow you to play many more games. Its not dismal, it it just not as big a market. As linux grows, game makers will take more into consideration the market and even if they dopn't release boxed sets, they will make more ports, as it helps their image.
 

But most of the games in the list aren't the commercial games that Windows users are used to. It's true that WINE and Cedega is pretty good in running Windows-only games. However the everchanging tech landscape esp D3D, will ensure that WINE and Cedega always play the catching-up game. Till date, WINE does not have a D3D implementation.

Actually, Vanilla wine has a D3D implementation. It is currently at DX8, but the functionality for DX9 is slowly being commited to CVS as we speak. The programmer working on it can already play Sid Miers Pirates, a DX9 game, and a screenshot of wine running pirates can be found here:
 
http://www.winehq.com/hypermail/wine-devel/2005/01/att-0460/01-pirates_small.jpg
 
In addition, you might find the following issues of WWN interesting as they deal with the wine DX implementations.
 
http://www.winehq.org/?issue=257#Direct3D%20Update%20and%20Roadmap
 
http://www.winehq.org/?issue=253#Direct3D%209
 
As you can tell, the work is proceeding nicely, and wine is not too far behind, though it is playing a catch -up game.
 

Game companies are there to make money, period. Apart from programming for alternate operating systems (program directly for the OS, or develop VMs for each and using a single game application) you need to support them. You know that they won't support all distributions of Linux, and throw in the different kernels and infinite configuration options you can have a support nightmare. Remember, there are people that are having a hard enough time getting 3D drivers compiled and installed, and many of these games require acceleration. I don't think that gaming companies want to field these questions (remember when Q3A first came out with their application that installed the latest OpenGL/GLWrappers for video cards in Windows? Do you think it worked?).
 
What's really strange though, is that Linux would be the ideal gaming platform since it can be stripped down to only support the hardware and services necessary to run a given game. Since Windows does not provide the ability (yet) to completely remove unnecessary libraries and services it would seem ideal to run games on Linux. Maybe when Linux makes a stronger hit at home you will see more games being developed for it.

Its a chicken and egg situation. Game developers don't want to develop games for GNU/Linux until the platform gains popularity for gaming which will require more games to built for GNU/Linux. It has to start somewhere.

True to an extent, but the market for making linux apps is growing. Not just ports of games, but some are made to work for linux out of the box, or with a downloaded add on. Neverwinter Nights was that way. Besides, there are advantages to programming for other OS's, including debugging. Also, writing OS independent games isn't that much harder, and it opens the door to new markets. If you make your source code not dependant on Microsoft Dependant API's, then you can easily make a version for Linux AND Mac OSX. This makes everyone happy. As more and more people get fed up with windows security vunerabilities, and shady business practices, then there will be a bigger demand for alternatives such as linux or Mac. Cross platform programming opens the Mac market as well as the Linux market.