The ones that I get are free. They're user created and submitted. The ones you have to pay for are created by people that work at GameWallpapers.com.
Don't whine because they charge for wallpapers. It takes time and dedication to do such things, and don't forget that the artwork they create is used by several publications like Computer Gaming World (now Games for Windows: The Official Magazine) or PC Gamer.
GameWallpapers.com About Us said:
We create 90% of the wallpapers ourselves, using promotional artworks from the games.
18 Gaming magazines support us by posting our free wallpapers on their cover CD/DVD every month (circulation 3,100,000).