So I run Ubuntu 12.04 LTS, downloaded steam recently (it had some issues when it was new, at-least for me it did.
Not only does it work great but some great titles have been made to work natively with Linux(Ubuntu specifically).
Paradox has some good games, I bought one and it runs great (Crusader Kings 2 by Paradox). Left 4 Dead 2, Counter-Strike etc...
I highly recommend checking it out if you haven’t in a while.