I play a bunch of FPS's mostly, all of which have native clients.
Warsow
Xonotic
OpenArena
Quakeworld + Quake I (Ezquake)
Quake II (Yamagi)
Quake III (ioq3)
Doom II (Chocolate-Doom, Prboom+, Zandronum)
Unreal Tournament 2004
I have CS 1.6 but I don't really play it anymore.

I play a bunch of older stuff in DosBOX too.