One thing to keep in mind is that the whole reason that you can use wine to run some of these windows games and have it be usuable is that it is intended to run on an x86. The playability of a game that was forced to do x86 emulation _and_ go through wine would render many if not most games unplayable (at least on anything but the latest and greatest hardware, even then).
cbaron, remember that many "windows" bugs are actually windows application bugs, so running buggy software on a different platform still leads to a less than satisfactory experience. And that's assuming that Wine is rock solid.
If you're really interested in playing your favorite games on the Mac, be sure to let the manuf. of that game know it, as the best experience will only be had by having a native version of the game. Remember, decent emulation is a double edged sword, if the game. manuf. can say "why bother porting, they can run it emulated", then that is a net loss for the Mac community.