They all use Wine
Wine is a set of routines that translate Windows operating-system calls into unix operating-system calls.
It makes use of many, many libraries that all must be installed in your system to work. And you have to remember the correct unix-command-line options for each and every Windows program that you want to run.
In order to ensure that you have all the libraries installed (and kept up-to-date), you can use Macports (or possibly fink).
But it all gets too messy for some people who don't want to install libraries and just want an icon to click on their desktop to run a specific Windows program.
Looking at a few websites, I see that Winebottler gives you an icon to click, provided you have wine already installed (and all the support libraries).
But there is an alternative to winebottler called wineskin, and that looks after the installation of wine and all the libraries.
I don't know Cider, but a web-search makes me think that it is a "closed-source" version of Wine that can be distributed with a commercial program (most likely a game). I would not use it myself for trying to get one of my Windows programs to run.
