Best things is to check the CodeWeavers website for which applications are supported or not. Not everything is tested, but at least you'll be able to see if you'd be totally wasting your time or not. Some programs for instance have been tested, and are known not to work. Something that hasn't been tested might work, and you could try for yourself.
Codeweavers Compatibility List
You can also download a trial version of Crossover, so why not give it a whirl...
Windows Applications Seamlessly Integrated on Mac OS X - CrossOver Mac