I do use a smoothwall, but I use my PC for gaming and no other OS has XP beat in that regard. And damn, there are awesome PC games this year. Let me list some things you won't be playing on Linux
STALKER
BioShock
Call of Duty 4
Crysis
Hellgate: London
The Witcher
Kane and Lynch
World in Conflict
Are those not worth a good firewall? Because that and weekly scheduled scans are the only thing I need to keep XP problem free.
Not everyone has PCs good enough for playing those that's why there are far more console gamers then PC gamers. I'm positive most of those games can be played on either one of the current gen consoles. Crysis seems to be the only one on that list that can't be played? But guess what? I can live without playing one game.