Totally. I have several games I enjoy under Wineskin, but most of those are pre-formed wrappers I downloaded from PortingTeam. I've tried, REALLY HARD on several occasions, to make my own and all I end up doing is wasting time. Lots of it. Try this. Fail. Install that. Fail. Tweak this. Fail. No thank you.
While WINE, and its Mac OS X derivatives (namely, CrossOver and Wineskin) have come a long way since their release, it's worth remembering that at the end of the day, you're still running a game coded for a completely different operating system with completely different APIs through a real-time translation environment, adding an additional level of abstraction. It's "unsupported" in the purest sense of the word.
If anyone ever gave you the impression that it was as easy as taking Generic Windows Game XYZ and running the installer in Wineskin then they were misleading you.
Sometimes, it all pulls together the first time, and I'm good to go. Sins of a Solar Empire? Great. Might & Magic 7? Good (videos broken). Fallout 2? Can't for the life of me figure it out, although I got Fallout 1 working flawlessly. Make sense to you? Me neither.
And that's where due diligence pays off. It's always worth spending some time to thoroughly research a game before buying it to run in CrossOver or Wineskin (or WineBottler, PlayOnMac, etc.), and the reasons for why a game may/may not work are never easy - and the fault may just as easily lie with the game itself. For example, in my own testing, Serious Sam is unplayable due to an graphical engine bug that for arcane reasons is a non-issue in Windows. Hitman and Hitman 2 are unplayable due to a engine bug that results in the game becoming uncontrollably too fast for normal play. Yet GOG's release of Interstate '76 (a sore point for GOG's customers) has all sorts of problems in Windows, while running flawlessly for me on OS X with nGlide in both Wineskin and CrossOver.
There are a huge amount of resources available for you to use; since WINE shares a lot in common among Linux and OS X, many troubleshooting tips for Linux users may be useful on OS X as well. The WINE AppDB, while frequently outdated, still has a lot of useful information on game compatibility and troubleshooting. The Codeweavers equivalent for CrossOver, the Codeweavers C4, also provides a wealth of info for WINE users on OS X. And there's the Porting Team Forums, as well as
tutorials made by people like myself.
Getting Windows games to run on your own with Wineskin isn't easy, but it isn't impossible; all it takes is a little persistence, logic, and some digital elbow grease and the time taken to research the game you're interested in.
(As an FYI, MM7 works out of the box in Wineskin for me using WINE 1.5.5, videos and all (as does MM6 and MM8, since they all use generally the same engine). Fallout and Fallout 2 have had a history of problems on WINE, but as of 1.5.x or so they seem to have been cleared up. If you're still having problems, update your X11 installation with Xquartz, and try setting Wineskin to use that installation of X11 instead of its own built-in X11 server.)