CrossOver Linux includes scripts and other configurable options over standard WINE that can actually increase the compatibility of some programs. Since CrossOver employs WINE devs and they contribute back to WINE itself, you'll probably get the very latest games to work better in CrossOver before WINE (that's commercial support for you). If you can get away with using just WINE, then that's even better, but obviously you should test things first.
As for Dolphin and PCSX2, Dolphin runs phenomenally on Linux, and that's pretty much been the case since I started using it in Jan 2012. I haven't had any speed issues that caused me to question my choice in OSes. I would try Dolphin again (latest development builds) and come to us if you get speed issues (we can probably help).
PCSX2, however, is a sticking point. Not only is it 32-bit only (well you can compile it on 64-bit systems, it involves a lot of work with multi-libs and such). Additionally, at least as of 1.0, PCSX2 on Linux is simply inferior to Windows. Most games do not work well with its OpenGL renderer, but most games are playable with the software renderer (it's demanding though in many cases). This may not reflect current versions; I have not checked recently. The last time I heard, it did not work well with WINE; it doesn't crash, and it can play games, but through the software renderer (so it's still going to be slow). IMO, PCSX2 really could use a rewrite for x64 (and a decent OGL video plugin).
As for Dolphin and PCSX2, Dolphin runs phenomenally on Linux, and that's pretty much been the case since I started using it in Jan 2012. I haven't had any speed issues that caused me to question my choice in OSes. I would try Dolphin again (latest development builds) and come to us if you get speed issues (we can probably help).
PCSX2, however, is a sticking point. Not only is it 32-bit only (well you can compile it on 64-bit systems, it involves a lot of work with multi-libs and such). Additionally, at least as of 1.0, PCSX2 on Linux is simply inferior to Windows. Most games do not work well with its OpenGL renderer, but most games are playable with the software renderer (it's demanding though in many cases). This may not reflect current versions; I have not checked recently. The last time I heard, it did not work well with WINE; it doesn't crash, and it can play games, but through the software renderer (so it's still going to be slow). IMO, PCSX2 really could use a rewrite for x64 (and a decent OGL video plugin).