Well, that's the thing: games that are well-known like Thief 2 and SShock 2 get patches and don't need to be run on older hardware anymore. (Look up DDFix.) Anything that still needs a Win9x box is likely to be obscure and not as good.
Apparently a lot of the games that used the Unreal engine have problems, but aside from Unreal, UT, Rune, and Deus Ex, can you name anything that uses that engine that you might want to play?