eWeek has posted a review on Cedega 4.0 (formerly WineX)
TransGaming recently gave WineX a new name, Cedega, and announced support for a number of DirectX 9 titles. Thanks to the Cedega application, users have at least a chance at running some of their favorite Windows games on Linux -- the key word being chance. It all depends on a number of factors, one of which is, how much futzing are you prepared to do to make a Windows game run on Linux? If you're a seasoned Linux user, an afternoon spent twiddling .conf file can be fine entertainment. If you just want a "click-and-go" gaming experience, however, Cedega may not be for you.Read more
We tried Cedega out on three different distributions (and with a bunch of games). The results were decidedly mixed.