According to the latest information four games that use DirectX 11 are on the way:
Aliens vs. Predator (February 2010)
BattleForge (DX11 patch expected in October)
DiRT 2 (December 2009-
S.T.A.L.K.E.R: Call of Pripyat (October 2009)
Some information about the benefits of DirectX 11 can be found in a new blog post by AMD, you can read it over here.
Wrapped up in all the new Windows 7 OS splendour is a new API (Application programming Interface) called DirectX 11. Basically, the API allows developers to program software that uses a standard set of terms to communicate with the libraries and the OS. Think of it as game developers have some new toys to play with inside Windows to allow them to deliver better software..