Idk about you. Wine works fine for all of my games, i can play counterstrike, hl2, duke3d-hrp, quake3, the windows version of fs2 open. And that's really about all the games i have, i have some trouble with lego star wars 2, but i hardly touch that game unless i have friends over, so i'll check into making it work later. The trick to using wine is to install from your distro's repos and click on wine and install. After that go into console and basically type winecfg. After that click on the drives tab and click autodetect (that'll let wine see all of your drives and partitions). Then basically wine is configured. Find any exe or msi file, right click on them and always have the command "wine" always open exe and msi files. Now you have basic windows compatibility via gui in linux. After that it's all a matter of the programs you want to run, and actually a lot less of what you can't run. If you want to see if a program is missing requirements in wine, do wine through the console and it'll let you know if you need extra dll's or something, or if wine just plain old doesn't work with that program. Anyway, i also run dvdshrink under wine and ie6 for any programs that require ie6 to run that i may install(and people say that windows programs don't have dependency issues, there a bunch in there for most programs

).
I pretty much recommend anything debian based, especially including ubuntu. An extremely friendly distro that includes all of the codecs and stuff is linux mint, also if you're use to using windows all the time i would highly recommend checking out mepis linux. Fairly intermediate users felt very at home and impressed with mepis, mepis is also a livecd, try before you install. The only reason i went away from mepis was that i couldn't install a version of glibc higher than 2.3. Redhat sucks, so do rpms.
Also while you're at it, do as much research as you can into whether or not a program or game has a linux executable for it, or if there's basic clones of windows programs for linux. Linux can cover your back completely from windows when you really look at it. I moved away from windows xp two weeks ago, and quite to say i'm having a fun time on ubuntu feisty.
And wtf is up with the "yum" command, i know what it's for, but "yum"? That's ok, there's also a "pacman" command in other distros
