That being said I'd like to move onto the focus of this article: Performance Optimizations. One of the most important thing in PC gaming is achieving optimum performance while playing. The following are things I have done to increase my games' performance on Linux:
#1 : Use nVidia - This one is straight forward. While ATI chips are typically physically on par performance wise with those of nVidia, ATI's Linux drivers are poor at best by comparison.
#2: Use the latest drivers - New drivers are released for a reason! I have seen a further performance increase with almost every new set of nVidia drivers that have been released (173 to 180, 180 to 185, and now 185 to 190 - You can always find the latest nVidia drivers here and install instructions can be found here)
#3: Look for optimizations for each game itself - Many games' "default settings" do not yield the best performance you can get! Optimizing varies depending on the game itself but for the most part every game out there has at least a few tweaks that gain you better performance. Search around online for things pertaining to your particular game.
#4: Check the Application Data Base for more Information - Whether you are using Wine, Cedega, or Codeweavers (And I have used all three) they all have their own application's data base. Be sure to check what it says about the game you are trying to run as often time there are further suggestions there on how to make it run better. (And most times the Wine application data base is applicable to all three as Cedega & Codeweavers are based on the Wine project)
If anyone else has other general optimizations that work well for most games feel free to let me know and I will add them to my list.