Good Thai - Greensboro has Winston beat, and I can't help you with good Thai in Winston.
Good Indian -
Nawab is as good as it gets in the South for northern Indian, Tumeric is as good as it gets in the South for southern Indian.
Good Chinese - Takeout is a struggle, but "real" Chinese is Sampan hands down. It's probably top 5 in North Carolina for authentic American-Chinese.
Really good Sushi is relative - Winston has a new place that isn't shit downtown near the courthouse, but you'd be fine at the place near Chuck-E-Cheese or Mizu. It's all just American cream cheese filled bullshit anyway.
We have the premier "German beer and sausage joint" in the Carolinas. Seriously, it's fucking insane. The Old Europe Restaurant.
http://www.theoldeuroperestaurant.com/The_Old_Europe_Restaurant/Old_Europe_Restaurant.html
Mediterranean - half the restaurants in Winston are owned by Greeks. There are options available.