I've written a lot about Alyx and other VR games in the "What Are You Playing?" thread, but let's cover some more inside stuff.
Revive - This is a program for steam that was meant to let you play Oculus Rift games on an HTC Vive, but can also be made to work on Windows Mixed Reality headsets, which is how I used it. It works with some tinkering, but running each game will pose a different set of challenges, plus the controls are being translated from two other headsets, so it's not really worth it for casually, or accurately, trying Rift games.
Sidequest - This allows you to side load files, software and mods on yo your Quest that it doesn't regularly support. It takes some setting up, you have to sign up as an Oculus developer to enable it on your Quest, but unlike Revive with WMR it's well worth it in the long run as it let's you do some incredible things with your Quest to greatly improve your VR experience. Not least of all...
Virtual Desktop - Now this is the big one. It's a simple name and idea, Virtual Desktop lets you access your PC desktop on your headset... but can't you usually do that anyway? Well, this let's you stream it wirelessly to your Quest, and more importantly, let's you access your PC Oculus and Steam libraries in a simple, intuitive all-in-one menu as well, your actual desktop be damned.
I was skeptical of this working functionally at first, it's one thing to stream your desktop to your Quest, but the most demanding VR game on your PC is another matter, and the odds of it running and/or looking like shit seemed high. But, I'd had enough success with PS Now and Steam Link that I knew it could theoretically work, and the upside, wireless PC VR, was irresistible after tasting the untethered Quest goods.
So, I gave it a shot and was pleasantly surprised when not only did it work, but actually ran demanding games like Alyx better! I used to start Alyx only after a reboot and make it the sole thing running, but I first fired this up casually in the middle of a bunch of other shit and it worked better than it ever had under those conditions, pretty much flawlessly. I don't know why that is other than maybe it's actually somehow less taxing hardware-wise, cuts out all the "middle men", as long as you got the 5GHz connection to move the data (or it could be Alyx weirdness, like how spectator cam causes stuttering for some). I was cautiously optimistic at first because I didn't want to get too excited about it if it was too good to be true, but Alyx was clearly working better as I went on, even loading notably faster, which probably accounted for the high performance otherwise.
The trade-off is there are some visible artifacts of the streaming at times of course, especially in the dark, but that relatively minor graphical difference is barely noticeable in action, and relatively little compared to the difference between Quest and Rift versions of games, let alone the difference between tethered and wireless. I mean, it's basically the Quest Edition of whatever PC VR game you want, except you probably won't be able to tell the difference.
So, either this just works great and should be standard, or I just got lucky with my setup, connection and signal, but I highly recommend trying it as this is a game changer. It literally changes how you play not having to worry about a wire underfoot or overhead, I was moving around and seeing things in VR like never before, and I will never go back. The biggest issue I have with VR in this setup is battery life, as it sucks the fully charged Quest battery after only a few hours, which obviously isn't a concern while tethered, but the enhanced quality of the play experience is well worth it.
Doom 3 Quest - Another benefit to Sidequest is installing games and apps not available in the Oculus store, and a big one right now is Doom 3 Quest. Doom 3 already has an infamously storied VR history as a proof of concept that unfortunately ended in a bunch of ugly lawsuits that meant any official port was indefinitely deferred. Fortunately, thanks to the efforts of Team Beef, if you own Doom 3 on Steam you can now install a VR mod engine that somehow makes for a better port than official ones for Skyrim and Fallout 4, and for arguably one of the games best suited for VR ever. Some say this is the best Quest game period at the moment... and they may be right (note this mod is Quest only, you can't play it tethered as far as I know). I didn't even like Doom 3 that much when it first came out and yet it's so good in VR it kind of feels like this was always its destiny, it was just in the wrong format at the wrong time. Anyway, it's pretty much a perfect version of an immersive Doom VR game. Suddenly those Imps really do feel like, and definitely sound like, xenomorphs hunting you in an Aliens scenario, and with it's awesome dynamic lighting, your flashlight in one hand and your gun in the other, it's like Half-Life: Alyx before it's time. It's got some genuine scares too, though I may need to bump up the difficulty if it doesn't ramp up soon because with lasersight aiming in VR you can surgically cut those demons down.