Crossover is geared towards office apps, hench the name. A game like GW will suffer greatly in it. Cedega is your best option, but it requires a subscription.
I suggest double-boot. Create a small Window$ partition only for gaming. It's your best choice if you want to play games that require DirectX. I don't think that a GW client for Linux is on the near ANet plans. But I am waiting for the new VMWare version, hoping it will have fully supported 3D acceleration