[Wine] Process to get games working better?

[fracta]

For example, I checked Painkiller on AppDB and it works fine, I don't get any keyboard or mouse issues anymore (avoid Compiz), so I decided to try that game first.
It loads all fine but in game a lot of objects are missing like monsters. The game is pretty unplayable if you can't see what you are shooting at. 
Invisible or unloaded objects in games is a common problem for me. 

So what process do I go through to get it working properly? Other people seem to just install games and they work fine. I don't really know what I should be doing with the libraries tab in winecfg, but its not like I have that many options there anyway (builtin or native or both).

What things can I try, because I don't even know what I can do?