I used Cedega back when it was referred to as winex (followed by Transgaming). Basically, any games that required DirectX were limited to the Transgaming branch of WINE. That is until fairly recently (about the time of the name change to cedega). WINE was able to add in the DirectX capability.

Essentially, you're paying for support with Cedega, which was generally good. But, if you know what you're doing and what to look for, the developers for WINE are very willing to help you out.

--JamesT