Hello All,
I was able to get Thief 2 working perfectly (gamma settings work even) by installing Wineskin Winery 1.7, updating to Wineskin-2.5.12 (in the app), then installing WS9Wine1.7.8. I then clicked Create New Black Wrapper, pointed to the install exe. Left path as default, installed successfully.

To get gamma to work I checked the following settings:

Set Screen Options:
[x] Use Mac Driver instead of X11
[ ] Decorate Windows

Advanced Options > Options
[x] Force use of wrappers...
[x] Force use of system...

That's it!

Enjoy this wonderful game on your Mac!

Awesome! Thanks for this; incidentally, it also works for Thief Gold.