WineX is pretty nice. I have used it myself and it does live up to it's name. It even supports DiirectX games
Also note that UT and UT 2003 already run on linux natively - an undocumented feature
There are a growing number of games comming out this next year that will be going full-linux supportive. And there is already a few really nice and (addictive) games for Linux.
Cheers