I use Wine perfectly well for a number of Steam and non-Steam games. If the game is requesting a resolution that isn't the same as my monitor (1920x1080) then I may encounter full-screen problems. It may change but not switch back for instance, or it may not apply the correct resolution and start spanning the screen with the cursor. 
I have an NVIDIA card with proprietary drivers, so it's possible that your graphics card/driver and window manager (Marco/Compiz) will play a role here too.
One solution I came to is to enable a virtual desktop matching the resolution of your screen. Games that are full screen (to your native resolution) are displayed perfectly fine, and for games that use a smaller resolution (ie. 800x600) then they will be displayed in a window, despite thinking they're full screen.
I have another bug where changing the workspace in a full-screen game will freeze it... this doesn't happen when Wine is in a virtual desktop. Wine's great but full-screen can be buggy when it differs to the current resolution in use.
You may wish to try installing the development versions of Wine, which are more up-to-date and may change the behaviours.
For 3D games, I wouldn't recommend a virtual machine, the virtual graphics (even with 3D acceleration enabled) is not very powerful.
That's slightly odd, since all --dryrun does:
Performs all the actions specified except that no changes are made.
(According to man xrandr)
This looks like a placebo effect. In theory, this command isn't actually do anything in particular. If (bizarrely) you can confirm this makes a difference, you can create a bash (shell) script and add it to Start-up Programs.