WINE applications look very bad in Linux (well, Windows doesn't look all that good native either) but here is a script which makes WINE colors match your current GTK theme.
What the script does is import your current theme (so it works with any theme) colors into WINE regedit - everything in just a few seconds:
To use it, simply download the script, then simply make it executable and execute it:
chmod +x wine_colors_from_gtk.py
Finally, close all WINE applications and power up any app to see the changes. If you change the theme and want the WINE applications to match the new theme, simply run the script again.
This script should really be integrated into all the themes out there and be triggered when changing a theme so WINE wouldn't look so ugly - I don't think it would be hard to implement since changing a theme can alreadu move your Metacity window buttons to the left or right (so actions can be performed when changing a theme).
Important note: it seems the script doesn't work with some applications such as MS Office. To revert the changes made by the script, edit the ~/.wine/user.reg file and remove the values under [Control Panel\\Colors].
Many thanks to Ubuntu Life for mentioning this script!!