Cedega although not essential for getting windows games working does save a lot of time & effort. I don't use it myself, but I do know that making a manual setup in Wine that pleases everything is a nightmare.

Ubuntu's a great choice for beginners, although I found the wireless issues in the last version incredibly annoying.
Don't worry about hardware issues though, there's always a way of getting something to work with it.

The only reason I'm not using Linux full time ATM is because Sony Vegas refuses to behave in it, and working in Quicktime for video making is a pain in the ass.