If you go to
www.transgaming.com you can look up the games to see how well they run with cedega (winex4.0)
UT2003 has linux binaries and will run native I believe.
photoshop works well with codeweavers crossover version of wine. Don't think it goes with winex tho.
I have a few games running with winex (they also ran with crossover, tho not quite so well). currently I have jedi knight 1 &2, half life and counterstrike: condition zero installed. No 3d acceleration with jedi knight 1 tho