I'm usually playing steam games, and I often will find a solution to make it work on protondb if I have issues. Most of my games I can just install and run though. But I understand it being frustrating if your favourite games don't work or require lots of tinkering. I have played a few older games outside steam as well. I usually use Bottles for that, as it creates a wine prefix for me that's set up with DXVK, etc out of the box.