Steam is similar to the Mac App Store in that you log in and buy digital copies of games and download them, and have rights to them forever. It's different in that it has a fully functioning community, and that if a game has a multiplayer component, often that is cross-platform - e.g. you can play Borderlands 2 Co-op with PC players, so long as the PC version hasn't had a more recent patch than the Mac version. It's also different in that there are really ridiculous sales (50-75% off) on most games twice a year.
Anyone playing Skyrim on a Mac is doing so via Bootcamp.
Other games you might look in to - Assassin's Creed franchise, Rage, Left 4 Dead 2.
I never got into the Counterstrike franchise so I can't answer that. People that like it love it to death though. For pure shooters, Call of Duty: Black Ops came out on OS X recently. (Black Ops 2 is currently on consoles and PCs.. this franchise gets ported slowly sometimes.) But Blops was a very good game..