To answer the first question, the answer would be yes. Since drivers are generally compiled when you compile the kernel however, it should work flawlessly. The only worry I'd have is if you were installing the NVidia/ATI kernel drivers. They *SHOULD* compile okay, but I'm not sure, since I haven't got an Opteron to play with.
As for WineX, I find it is running WC3 without any major issues, and speed-wise it's hard to tell it's running on a non-native API. The minor bitches I have are that on the game connect screen in custom games (when it goes grey and would normally join you to the game), on Windows if the game is full/started/closed when you go to join it will time out quickly and give you a message about it, but with WineX on my system it seems to never show the particular message, meaning you have to switch over to a console and kill the game. I believe the WineX team is fixing this in the next WineX release.