Cedega is seriously bad-ass. It's not very expensive and it's a lot easier than trying to do the same things with vanilla Wine.
Also, if you've got a Mac you can boot Windows with Boot Camp. And if you're willing to shell out $50 you can run Windows inside Mac OS, either in a VM or from your Boot Camp partition.
So many good alternatives to having a primarily Windows machine now. Even if you do sometimes run Windows for your gaming habit.
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