Are the games really worth it? There's a lot of games out there. You can live with missing a few Windows-exclusive titles.
Games that run on OSX and Linux are the exception. Granted, there are now very high quality offers unheard of in the past (Kerbal Space Program, to mention one).
If you are on OSX, you have access to a bigger selection of games (Elite: Dangerous, for instance, or EVE Online - both using Wine). On Linux, good luck. Steam improved things a little, but it's still an oasis in the wasteland.
AAA games are still mostly locked to Windows.
There has been some focus on porting older games to OS X and Linux in the past year or two, so the situation is constantly improving.
If you mainly play AAA games, then you're stuck with Windows, but there are definitely some good games out there right now for non-Windows users.
If you want to play PC games you pretty much HAVE to have Windows save for a few titles that alos work on Linux/OSX.
This is why I'm hoping Steam OS becomes a viable replacement for a desktop gaming machine in the future.