I thought I would give Linux a go so I have just dual booted Ubuntu 8.10 and Windows XP Home. (And so far I'm loving it!

I think I will make Ubuntu my default OS, and use WINE to run some games like World of Warcraft, Counterstrike etc, and just keep Windows for games like Crysis and other Direct X games.
My question is: Should I just mount the ntfs windows partition and run the games from there? Or would it be better to copy the game directories over to the Ubuntu partition?
Are there any pros and cons? Is it faster to run from the Ubuntu partition since it will be the native partition?
Also, I heard writing from Linux to the NTFS Windows partition is safe now, but has anyone here done that? (I'm still a bit edgey on that incase something gets corrupted or I lose data)
Thanks, looking forward to hearing your replies =)