My choices are the following:
- Shin Megami Tensei: Devil Survivor - Good guitar riffs and it fits the mood of the game
- Brutal Legend - Lots of music, lots. Ozzy Osbourne is in the game
- Final Fantasy 8 - I think it had a memorable soundtrack
- Grand Theft Auto: San Andreas - The original radio stations were great in this game.
Like others have posted, I use Lutris. I usually have to supplement it with game posts on the protondb website so I know what fixes might be needed. Often they have some environment variables that might be useful or they list certain items that need to be installed via winetricks(or in steam's case protontricks). Some games just don't run but you can usually get a lot of them to run.