Exophase
Nothing good will ever come of Exophase.
The thing is though, for the games where you need Windows, all of them are better on a desktop.
Steam itself (valve) is about Linux nowadays with SteamOS.
The games you don't need windows for, dota and CS, dont work on handhelds, at all.
There are lots of simpler 2D games that can be controlled exclusively with gamepads that are just not available on Linux yet (and may never be)
Some of them work with Wine, but in my experience that's very hit or miss and often not well documented, so you're left with taking a risk buying something with no idea. And some of the ones that are supposed to work on Linux have problems and need a bunch of hoops to run through or never work at all (for instance, I had to hunt down a different newer Adobe AIR client to run Anodyne)