since about a week the GoG installer segfaults on my box ... games already installed play fine.
You could try using Innounp
through Wine to extract GOG installers manually. Some games might not work properly when extracted like this but at least some of them should be usable.
My current wine (1.3.29) has no problem with the GOG installer.
I've had some segfaults as well, by trying to run the installer on a non-executable partitiion or to install to a location I did not own. My standard settings are set to WinXP, virtual desktop 1024x768(look in the graphics tab of your wine config.).
Maybe this info will help you on the way to get a working wine.
If you are afraid to mess-up your primary wine profile, try wibom (wine bottle manager), to create another wine prefix that you can experiment with. You can scrap the prefix it if you're not satisfied and start with something that looks like a fresh Windows install (to the programs you run it on).
A good way to troubleshoot programs that misbehave on wine is to run them from the terminal: wine <program-name.exe>. Mostly you'll get some hint why the program did not run it's course.
If you can't solve it that way, just visit Freenode at #winehq (#wine is off-limits).
It would be great if the dosboxed installers would be platform-neutral (Java perhaps?). At the moment it's not a real issue, but I might be tempted to run a very exotic OS in the future, say Haiku or QNX perhaps. It would be a sign of respect towards the other OS'es (just look at the number of likes on the Linux-compatible/ Mac-compatible Gog-mixes...