If you want speed, use Wine, as it's close to Windows native speeds with some applications. Speed and stability might be unreliable (slow, crashy) with some software, especially less-supported games (though probably not slower than when using a virtual machine like VMWare). But Wine is simply the easier way out here in my opinion as you don't need a whole seperate OS installed that eats its own chunk of system resources and makes your apps inaccessible from anywhere outside the VM.
