Don't buy a Steam Machine - The Verge.
The official Steam Machines run SteamOS, which is basically Linux with Steam’s Big Picture Mode. Even though Valve is working to bring more games to Linux, most popular titles aren’t available for it yet, and there’s really no reliable way to predict which games will be supported in the future. Of the top 10 games you can buy on Steam right now, only one, the Fallout Classic Collection, works on SteamOS. There’s no Grand Theft Auto 5, or Skyrim, or DayZ. Hell, you can’t even play games that are compatible with Linux but aren’t on Steam, which includes Blizzard’s popular catalog. If you care about playing anything relatively new and popular, the Xbox One, PS4, Wii, and Windows-based PCs are all clearly superior options. And games aren’t the only compatibility problem. If Valve and HTC’s virtual reality headset is anything like the Oculus Rift, it’ll need powerful hardware, and it’s possible lower-end Steam Machines won’t support it.
Baristan wrote on Jun 8, 2015, 16:58:
After reading Microsoft's new privacy statement. I really wish Linux gaming would take off....for example, we supplement the data we collect by purchasing demographic data from other companies.
...Finally, we will access, disclose and preserve personal data, including your content (such as the content of your emails, other private communications or files in private folders)...
And by using any Microsoft product(including windows) you agree to the new TOS.