I was (before the last HD meltdown) playing SSI's Panzer General II without DosBox.
That's on XP 3 sp3, though.
PG II isn't freeware anymore and I can't find it, and I miss it.
ETA: If you really want to waste time, play Simtex's Master of Magic (DosBox reqired). I still play it all the time.
Edited, Jan 23rd 2012 12:28am by Bijou