If you're looking for games that run on Surface RT, you'll have to stick with what's in the Store.
If you're looking for games that run on Pro, just look for anything that runs on Windows
I just posted a video on YouTube earlier this morning of mine running Splinter Cell Blacklist:
[video=youtube_share;JD4oFgVpMuw]http://youtu.be/JD4oFgVpMuw[/video].
What kind of games do you like or looking for?
To add to hysonmb's good answer, a lot of the games in the Store are more casual. There is a Halo game in the Store, but those are more exceptions and if you want more of those kinds of games, Surface Pro is best.