I've always had a devil of a time trying to get this game to work the way it should, especially on my old GMA 950 MacBook. But here are some general observations I've made when comparing the GOG and Steam releases of Deus Ex - GOTY edition:
a) Deus Ex seems to give the best results (both on my GMA 950 MacBook and my MacBook Air with Nvidia GeForce 320M graphics) when used with DirectX rendering, with DirectX 9 installed using the built-in CrossOver installer. The OpenGL renderer only barely works at 640 x 480 resolution (the opposite of my experience in getting Unreal Tournament to run. When creating a Steam bottle within CrossOver, DX9 is automatically installed.) Disabling Window Manger Control and Decorations also helps with crashes and resolution switching crashes. Chris Donhal's enhanced OpenGL renderer for Deus Ex seems to have no effect.
b) On my MacBook, the enhanced DirectX 9 renderer available here causes the game to sputter and die, as does any attempt to run the game over 1024 x 768, likely due to limitations in the GMA 950. On the MacBook Air, the enhanced renderer works beautifully, at full 1366 x 768 resolution.
c) A viable fallback option is to use the 3Dfx Glide renderer with the nGlide compatibility wrapper; the game works well in nGlide, except that 32-bit textures don't work and widescreen resolutions aren't available.
The tl;dr version:
1) If you have a GMA 950, using the DirectX renderer with DirectX 9 installed in the bottle will help, but you are likely going to be constrained to 1024 x 768.
2) If your Mac has better graphics hardware, use the DirectX renderer, with DirectX 9, and try using Chris Donhal's enhanced DirectX 9 renderer as well.
3) If all else fails, playing it under 3Dfx Glide with nGlide will also allow the game to work.
Edit: Oh yeah, and mods like Shifter et al. all seem to work as well.