From my experience PlayonLinux seems best. They use WINE and seem to have better help, IMHO. Also, you can have multiple versions of WINE using PlayonLinux. This game runs better on 1.3.1, so when launch it, it uses WINE 1.3.1, this game runs better on 1.24.3, so when it launches it uses that version. You do have to download each version of WINE that you're going to use but you setup the games to use the one you want.
But don't rule out Steam and Steam Play for games you bought there. Many work great.