I did the winex thing last year in a hope to toss windows. It's fine as long as you don't mind waiting a couple years to have your game completely supported, oh wait, I forgot the lower frame rates, the lack of videocard support, the fact linux doesn't even use all the features on your vid card, the difficult install of most games and the fact that you have to pay monthly to get the latest winex version so you can play old games.
It was kind of cool the first time I installed counter-strike (after about 30min. of trying to get it installed) until I realized I got about 20FPS cause the Linux drivers for my Ti4200 were junk. Don't get me wrong, I love Linux but they need some SERIOUS work before it's a replacement OS for gamers.Till then MAC supports more/newer games than Linux. Not to mention you don't have to pay monthly.