Half-Life and that whole series runs fine, as well as most games pretty much. Newer games usually will offically run on 2k right out of the box, but not all, so check before you buy.
The only major trip comes from EA. They adamantly refuse to support nearly all of their games in Win2k.
Most FPS games run on 2k, and even if 2k isn't listed, I've had no problems running games that are listed to run in NT4.
Get the latest drivers for your motherboard, video card, and other hardware in your system first.
Games that I've run in 2k: Half-Life series, Unreal and UT, Descent 3, Serious Sam, Quake 1.
Most games will work, and people have gotten some of EA's games to run in 2k. Check the games database--it's not in the forums, look on the main page. You can see which games work under which OS and which don't.