WOW and I think Warcraft are suppose to work well in Linux, I maybe
wrong but I think there native linux apps for both.
Steam is suppose to be coming out with a Linux version of there
software, but I don't remember where I read that.

If you search the Ubuntu Forums you should find threads on WOW and Warcraft.
If you don't just do a Linux Google search.

http://www.google.com/linux