Steam works in Wine in Linux as well as some (but not all) games within it! Hello from Linux!
update: Now I've got native Steam for Linux without Wine, it's very great! I am very glad!
update2: even in my main Fedora 20 with akmod (32bit Steam require 32bit video drivers on 64bit Linux).

update 2017: Nowadays there are lot of native linux in Steam (Fedora is 25). Clients are native and many games such as Civilization. I like Transport Fever running in native linux. I'm sad Endless Space doesn't have linux port.

update 2023: Transport Fever 2 plays much better in Fedora Linux than in Windows 10, and it's a native Linux port

P. S.: my websites: http://m.ssr.host.ru