Running W*nd*ws Software
Sometimes, it's just not possible to use a substitute, and you have to run something written for Windows. There are several solutions to this, of varying degrees of quality and cost.
An implementation of the Win32 API for Linux.
Commercial version of Wine
Wine, tweaked for running games.
Commerical version of WineX.
A complete PC system emulator. Commercial.
A complete emulator for i386 running on several different architectures.
A nearly-complete system emulator running i386 on i386 (see VMWare). Needs a modified version of Windows.
Para-virtualization tool. Requires modified kernel, works well with Linux, but modified version of Window kernel is not generally available.
Generic system emulator, supports i386 PCs, PowerPC and more. Uses parts of Plex86 and Bochs. On a system with plenty of spare clock cycles, will allow you to install and run Windows NT without too many problems. Also good for testing out other Linux/BSD distros.