Gaming is no longer the very expensive business it once was if you are willing to stick with slightly older graphics. Given the cost of high end graphics cards and computers this is often an advantage.

In fact there is even no need to go rooting through the bargain bins in games shops (though I strong recommend the No One Lives Forever series) as plenty of games are available at no cost.

Wikipedia has a useful list of commercial games released as freeware. Good selections of older games can also be found at Abandonia and Home of the Underdogs. Older DOS games may also benefit from the use of DOSBox, see their site for a list of supported games.