Steam, but I don't do the windows games through steam. I understand that steam has good support for Windows games on Linux and steam does stay current because that package comes directly from valve. Wine would probably have upgrade lag that I describe if you use the Debian packaged wine. You can always go outside of the package manager to keep wine more current, or you can get wine through Ubuntu ppm which would also get updates faster that from Debian. There are enough caveats here to say if you are skilled or willing to learn it may be okay. If you want it to work with minimal effort and you don't limit your gaming to steam then maybe not.