Bazzite, and Proton over Wine (like 99% of the time). Pretty much everything works. Check Protondb.com for instructions for individual games if any of them are giving you trouble. Sometimes you just need to add a command to your Steam launch option or something. But that's pretty rare.

I also keep up with the most recent version of GE-Proton as it'll usually work if the regular version doesn't. Every now and then (usually older Windows games), Wine might work better. Or something like Lutris or Bottles.

But the overwhelming majority of games "just work" through Steam with Bazzite.

Ubisoft games that use their launcher can be annoying, but these days they usually work no problem. I don't think there was anything specific I needed to do for Anno 1800. I don't even think I logged in? Unless I'm thinking of a different game, I'm pretty sure I skipped the ubisoft login and it still let me play the game?