So.. In the end.. I'm looking for a list (most likely it's a short
one) of games I could buy to this system. So I need recommendations
of games that work, are available etc...

Of course good freeware/SW games are interesting too. I know Zangband
works (has caused me numerous lost days during years) well on
Pegasos, but I'm (also) askign this for supporting remaining game
makers. .

Edit: and as it's intented to be supportive, preference to those
games/makers who do offer support and are likely to go on.

Heretic 2, Shogo, Duke Nukem Atomic works flawlessly here given you have a Voodoo. If you can, get hold of some Lucasarts games for ScummVM (Day of the Tentacle, Sam and Max, Maniac Mansion, Zak McKraken, Monkey Islands, Indy Jones' etc., read ScummVM docs)

Of course there is Knights and Merchants, an excellent conversion from E.P.I.C. Purchasing this one you will support a company which supports MorphOS, while any from the above list won't.

I'm sure someone will add to this list, it was just a quick run.

--EDIT--

Also you can purchase games for LinuxPPC and Mac as well. Diablo 2 and Heroes 3 for Mac (to name two) works excellently here (besides a small glitch in Homm3 complete edition, you have to skip the 3DO logo in the beginning, except that it's as it should be) Diablo 2 is rather demanding on ram, but Heretic 2 is working flawlessly with 128 Mb. (of which both Linux and MOL consumes a fair share)

Northland?

Knights and Merchants, and Tales of Tamar.