I'm not running pure WINE, but rather Crossover Games, which is based on WINE.
I think I recently came across a site called "Bottled WINE" or so that seemed to specialize on WINE for the Mac, but I don't know the URL right now and Google wasn't too helpful.
EDIT: Found the URL:
http://winebottler.kronenberg.org
I've tried several of my old games on Crossover, but very few ran. There might be tricks that I haven't tried yet. But some games don't even work when I run them on bootcamped Windows (eg. Jedi Knight with 3D acceleration displays just rubbish), so I guess this is an actual Direct3D version issue.
Those that were running more or less well:
* Half-Life - Seems to run OK, but I didn't play that far. It's a bit strange that in the game the Window title is displayed, so the image is actually shifted down a bit. During the menu screens there is no problem for some reason. (I would have liked it the other way round.)
* Jedi Outcast - Played through this completely. Ran fine apart from a big slowdown in the Jedi academy. Buying Crossover was actually cheaper than getting a Mac version of Jedi Outcast.
* Lord of the Rings Online - There are still some issues (I get the occasional black screen where I have to kill Crossover with Cmd-Opt-Esc) but the biggest bugs are gone (like the black screen during zoning, when you had anything but very low texture quality enabled). Of course the shaders don't work, so it doesn't look as good as on Windows (especially the water).
When I know that I'm going to play for a longer period or in a group, I tend to run the game on Windows 7 via BootCamp, but for some quick stuff or when I'm questing alone and I don't want to reboot for some reason, it works mostly fine.
OpenGL-based games like Half-Life or Jedi Outcast obviously run better, but the occasional Direct3D game works, when you find the right one. I have to admit that apart from LotRO I found very few that actually worked well.
I would have liked to run Jedi Knight, Thief 1&2, NOLF2, Delta Force, and a few others, but I didn't have much luck.