I have had Crossover Games (also called CX Games) recommended to me as a time-saver for installing Windows-native games on Linux. I have also come across another package called Cedega. These apps make it easier to run games by supplying the correct Wine settings, and in the case of Cedega, actually making changes to the compatibility layer (I.e. it does not simply use Wine as a back-end).
Cedega charges an ongoing subscription fee, which really rubs me up the wrong way, whereas CX Games is a one-off payment which entitles you to any future upgrades (please correct me if I'm wrong on that point).
If you have used these packages, did they save you time / headaches getting games running, could you run games which were impossible / very hard to run straight through wine?
EDIT: As pointed out by JanC PlayOnLinux is also available, a free front-end for Wine which includes some profiles for games. I was unfairly mentally lumping this in with Wine.