I've spent many hours gaming using their Windows offerings, although always strategy games so the latency hasn't been noticeable. I'm not sure how well it would work for FPS (probably reasonably, to be honest).
They have a large number of general computing/graphics-specific machines you can spin up, and you can either pay per hour or per month.
I've also started to get into Blender more, so I'll probably use one of those machines to render complex scenes instead of using my MacBook Pro. Same for machine learning tasks.