I don't think there's a blanket recommendation or non-recommendation. It really depends on the situation.
If you can find a native Linux program that does what you want it to do, it's always better to use a native program than a workaround like Wine.
But if you have a Windows-only program you need, and it happens to work well in Wine, it's better to use Wine than to have to dual-boot or virtualize Windows.
You can check how well individual programs work in Wine by looking at the WineHQ AppDB:
http://appdb.winehq.org/
Different programs (and different versions of programs) will have various metal ratings.
Platinum basically means it works flawlessly.
Gold means it works well.
Silver means it basically works but has some problems. I think
Bronze means it basically doesn't work in any useful way (maybe it launches, but that's it). And then I think
Garbage just means it won't even install or run.
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