I haven't looked back since.
Sure, there have been some games that haven't worked. Some of those just needed some tweaking, and for some I just waited a bit until Proton caught up. For the rest that still don't work, I am content with just shelving until such time that they work.
I have been consistently surprised at what games actually work through Proton. For instance I played Titanfall 2 & Battlefield 1 without any issues this year. On Linux.
I probably spend around 200$ each year on video games, and this initiative by Valve will be the sole reason I will continue to do so (and not having to run a Windows instance in my home).