CSGO, CSS, Left4Dead, TF2 have native Linux versions that you do not need wine for. Just install Steam for Linux and your games that have Linux versions will appear.
http://store.steampowered.com/search/?term=&sort_by=_ASC&os=linux&page=1
You should support gaming companies that produce native linux versions
In general the more popular the application the better it will work with WINE. Blizzard games for example work very well with WINE. Other things are sort of hit and miss. You can search for reports of how well things are supported here:
https://appdb.winehq.org/