Depends on the application / game you try to run. Some do OK under WINE while others don't work at all and indeed need something like Cedega. It's not possible to give a general comment such as "Yes, DirectX9 apps work under WINE" ... Some do, others don't. General rule of thumb used to be that DirectX apps work better under Cedega, but I am not sure if this is still true or not.
BTW, Cedega isn't that expensive ... And please check your private message that I sent to you.