It works just fine.
Few things to know: Port forwarding will override the DMZ. for example if you put your web server in the DMZ but have port 80 forwarded to a different computer everyone will end up there instead of at your web server. Basically stick to port forwarding when possible and use the DMZ sparingly...also you MIGHT be able to get away with not using a firewall if you are just forwarding ports, but if you use the DMZ to expose your web server without a firewall you are gonna get hacked...probably within your first week.
As for quake it works great except for one small correctable issue. You can run a server just fine, simply forward port 27960 to your server.
The problem arrises when you have multiple computers inside your router that are trying to connect to the SAME server out on the internet. From the internet quake servers point of view it has two guys using the same port from the same IP...starts giving "duplicate packet" errors and one of you gets kicked off. The fix: Set one each quake client to use a different default port besides 27960. the cvar is net_port I believe, but it's one of those that can't be set from the console, you'll have to modify your quake shortcut and add the following " +set net_port 27961" for the first computer 27962 for the second and so on.
The problems I've experienced with a linksys that I CANT get past are with windows messenger. I'm using XP and the windows messenger works ok for basic stuff but if you try voice chat, file transfer, remote desktop, and some others it ain't gonna work. period.
My linksys is actually gathering dust in my closet right now. I just popped a 2nd NIC into my XP box and told it to do the routing for the rest of my home network. Works just as well as the linksys for about 75 bucks cheaper. I never shutdown/reboot my main rig so it's working great for me.
...ah quake
P.S. the above assumes you are talking about Quake III. If it's one of the earlier ones let me know...might have to modify my statements some.