Given the control delays and awkwardness of the virtual mouse and keyboard used for remote desktop apps on the iPad, I can't image gaming this way. Even casual games would be frustrating.
If someone has come up with a way around it, I haven't heard of it.
That said, the only app I have any first hand experience with is Splashtop.
Why would you use the iPad for a PC game if you are in the same room with the PC? I'm sure you have a reason, but I'm not coming up with anything obvious, so it's got me curious.