Make a steam accoun never cost anything. A few games like "team fortress" are playable for free. A much larger pannel of game are in the range of 2-3 euros.
Playonlinux only gives you the possibility to play a game. It's like on windows, finally. Licences don't change ! You buy your CD legally, or download it illegaly, your choice !
But still, you have no excuse for the price, because things like GOGs allow you to buy all theses old games for a very cheap price.
For more native games, I advice you to follow the humble bundles ; you can give to charity and play a load of fantastic games for... The price you dare to give. (but we all know that linux users are the most generous ! Most of the time.)
If you want to play the last games released, please don't use linux for gaming. There is a few exceptions like Starcraft2, or LoL, but at the end of the day, there will be always 6-10 mounths of "unstable" adaptations barely playable, before getting something worth.