I believe you can still download some versions of linux for free.some windows games are also available in unix/linux versions (check the companies webpage)
there is a version of linux that runs side by side with windows, It's called linux4windows but I never was able to get it setup.
Linux runs just as fast as windows if not faster. The only problem I've ever had with linux is that I could never get my ethernet card to setup. so therefor I could never use my home network, thats the ONLY reason I switched back to windows.