I've been trying to play Thief Gold in wine. when I start it up the intro video works, then I brings me to the menu screen. There is sound. I can then start a new game and it goes through the introduction video for the first level. When I get to the level, I can hear the sound but the screen is black. Also, the application bars are still at the top and bottom of the screen. I am using Fedora 12.
I checked for Thief Gold here;
WineHQ - Browse Applications
I don't see Thief Gold listed but I did see other versions of this game.
If it is a newer game that uses steam, it is not well rated to work properly in Wine.
One has to remember that Wine is not the cure all. It can run many but not all games with varying degrees of success.
Running games on Windows in virtualbox or vmware is not an option either as 3d acceleration is a problem due to the virtual host using a generic video driver.
Installing XP in a dual boot configuration may be your only choice if gaming is that important to you.