I take issue with your premise: NO BIG GAMES (with the exception of Portal 2 and Starcraft 2) have been released for Mac this far.)
Evidently, you're unfamiliar with Steam. I don't know what your definition of "big games" is, but in my mind Civilization V, Counter-Strike, Assassin's Creed 2, etc. qualify. Best part about Steam is that if you buy a game, you can download it for Windows and/or Macintosh.
Yes, if you want to play Windows PC games the best option is to use Boot Camp. And yes, you have to buy Windows to install in Boot Camp. Of course, if you were to purchase a Windows PC you would also have to buy Windows.
So, I'm not sure what you expect here… Apple should throw in a copy of Windows for free? Apple should spend money and resources to incorporate Wine or Cider into the OS and go through the tremendous support and legal headache while simultaneously cutting its developers off at the knees by allowing Windows applications to flood the ecosystem? — not that it would ever happen… ;)
Apple's last OS update, 10.6 was a $30 upgrade. 10.7 Lion will also be a $30 upgrade. Seems to me your beef should be with Microsoft's pricing of Windows. (Oh, and lazy/cheap game developers of course. heh.)
To answer the central question: Wine and Cider are both legal, since they use no code or binary data from Microsoft's implementation of Windows.
You don't really describe how your software works, but if you work with an app like Exces (that make it easy to work with, but the feature is available to OS X without the software) you can always work on an encrypted image and close it after use.
Of course you can use Filevault as well to maintain your filesystem encrypted.
Sadly, these have nothing to do with number three, since that is network dependent.
Best Answer
Using WINE to run the software makes it effectively a Mac application, with all the privileges of the user. The upside of that is that if you are running it in a non-admin account, it shouldn't be able to damage the actual system.
However, if you are linking in DLLs from Windows, and the software takes advantage of flaws in those DLLs, I am not sure what to say about it.
For example, I have used Windows to find out the libraries that an executable depends on, then copied those libraries with the executable into a Wineskin wrapper to make a Mac "port" of the app.