I've always had the worst time with Wine

If you primarily want to run Windows games, then you should boot Windows. For the casual gamer, WINE provides an subset of the Windows API in a translation layer. It is not a full implementation, so when there are bugs in
a) WINE
b) Windows
c) Linux
the programs being run may not perform as expected. For example, WINE tends to work best with a 32-bit API layer, not 64-bit. That means 32-bit compatibility libraries are needed for 64-bit Linux installations. This can cause other issues on a system, though it shouldn´t.

I´ve never used Play On Linux, so caot answer that aspect.
I´ve only used WINE to make Quicken work about 80%. As more and more parts that I needed to work failed, it was just easier to move Quicken into a VM that was already using Windows here.

What is the easiest way to run Windows games? Run Windows.

How to install WINE v1.9.9? Use the source, Luke. Or use a PPA (preferred): https://wiki.winehq.org/Ubuntu
Installing anything with source code breaks the fantastic package management that most Linux distros provide. You are accepting full responsibility to patch those programs and libraries manually forever.