I have had a lot of success with wine, you will need a fair bit of knowledge of Linux, or at least to be prepared to spend some time (say an entire evening) setting it up.
If you do go for the dual boot method, you can access your windows files through linux, and can then go on to run them in wine on your linux box. If you have a spare PC knocking around, set it up and give it a go. The beauty of linux is that if you don't get on with it, then it has cost you nothing to try
