Through extensive testing and fairly aggressive criticism (as I pretty much despise Windows and only use it because I have to) I have to go with the multiple boot route:

For games which will run on Windows 98SE, use it in preference to XP or any other as it is much more stable and fast, and with reference to Mark's link - obviously can cope with sensible amounts of RAM.

Win2k can't cope with quite a lot of my favourite games, and is bizarrely unstable with a few games which should be no brainers!! But as an OS it is much more sensible (for a sysadmin) than any of Microsoft's other OSes.

My non-techie siblings love XP, the techie ones hate it - apparently it's reasonably good for those computer illiterate types who just wish to install and play games, but I can't get it to do the same thing twice. Setting up networks - jeez, just don't talk to me about it.

When will Crossover get all my favourite games supported on *nix?