Using linux Steam
You can use this page to get an idea of the number of games per platform (please note this may not be totally correct: DLC's, demos, etc should be counted as well). At this moment:
- PC (Windows): 2046 games
- Mac: 452 games
- Linux: 131 games
If you have an idea of the games you want to play you can check if they are available or not. If not you are a lot more restricted on the choices you can make. Also it should take some (a lot?) time to Mac/Linux catch up with Windows. It really only depends on the creators of games.
Using win Steam on wine
As you are using the Windows Steam client, every game should be available to install. The real question is how well each game works, or if they work at all. You can check Wine Application DB how well each game works and tricks/tips.
Every game I tried with Wine worked, but with some glitches. I have never installed any from windows Steam, but installation should be as easy on Windows (you may have then to make some change to make it work with Wine).
Also as wine translates Windows API's you can expect a performance hit.