Building it from source is messy (need to figure out tons of 32 bit dependencies).
Building wine from source is a bit messy, yes, especially if you don't do that sort of thing all the time. A lot of it is because you'll really want to build a 32 bit wine, and cross-compiling such on a 64-bit system can be rather complex depending on system. I had relatively little trouble on a Red Hat variant due to how it's libraries are arranged, but it seems pretty impossible as such on Ubuntu. The official instructions
suggest using either a 32-bit chroot or lxc container. I've used the latter, but a virtual machine should work just as fine.
On Debian it's not that hard, just need to install a lot of packages with :i386 suffix, which is doable if multiarch is enabled. But from experience, I already figured that it's better to create some isolated environments like VMs to avoid all kind of nasty incidents and to make cleanup easier. chroot or lxc container sounds like an option too.