Until today I've relied on Crossover to run occasional .exe, mainly old XP programs, no games and nothing too complicated, so I was quite satisfied.
But reading Derekcurrie's reviews here and on MU's Crossover page gave me the input to try Wine and after a quick test, It looks very promising — for my use case.
First of all, it's free. The installation is not very complicated, as one might fear.
In fact, when you've found how it works, it zaps a few steps compared to Crossover and it cancels a useless software layer, so in the end it looks faster, at least on launch.
I have yet to make some other trials before I install it on my main OS partition but it's very likely that it will soon replace Crossover, here. :-)