Never run under Wine what you can run natively. Winamp has superior native equivalents (xmms, amarok). Yahoo! messenger has a Linux version, or you can use gAIM or Kopete. There are far more IRC clients available for Linux than for Windows. RO (unfortunately, I used to play it) doesn't have a native equivalent. Wine will probably do it.
Guild Wars is known to work. No mention of Gunz. It might work, you'll just have to try it and see.
Ports of commercial Windows games can be found at
tuxgames.com. I personally run:
Corewars (geeky assembler programming challenge

), BZFlag (3D tank shooting game), Nexuiz (FPS), Return to Castle Wolfenstein (costs),
Enemy Territory (engine is closed-source), NetPanzer (multiplayer strategy), Neverball (very tricky 3D guide-the-ball type game), Freedroid (Paradroid clone), Enigma (2D puzzle), and Supertux. All native. I used to play Counterstrike as well, using Wine.