http://lhl.linuxgames.com/howto/half-life-HOWTO-0.5.html is a useful guide as to how to get Half-life working with Cedega (even though it says Wine).
After installing Cedega (I already had Debian's Wine installed), things (such as sound and graphics) mis-behaved. I found that moving Wine's registry files (/.wine/system.reg and /.wine/user.reg) out of the way and letting the new version re-create them fixed the problems, although I needed to re-initialise any apps.
I've managed to get the following games working straight out of the box with no troubles:
Others which didn't work (I don't know why):