The one thing you will need to do occasionally is experiment with different Wine distributions. This means you will need to right click on your game and select the distribution from a drop-down box. Exhausting, I know.
Only problem with Linux gaming is that you don't get stuff like fan, voltage, frequency control for newer AMD hardware. This hasn't been an issue for me until I got a 6800XT. I thought about RMA until I remembered their Adrenaline software exists. I wish I could save my settings to the card's BIOS.
I no longer use this machine for anything but gaming. Going back to windows sucks
This application lets you adjust everything and the settings are saved on reboot