Yes! I ended up spending 3x a much time in the last two months with Empire Earth, Gold Edition, than I did with SimCity. My major challenge is armwrestling with compatibility modes/video drivers to get the older games playing. I couldn't get EE running on either Windows 7, or my VMware instances of Windows XP, so I finally ended up installing it on my work system (A Dell Precision 650, still running windows XP) - Works Great.
Are you referring to the GOG.com versions, or originals? GOG will actually fix the games so they work in newer windows versions[1] For games where that's not feasible (older DOS games, for example), they wrap it a small GUI config and some sane defaults for dosbox.
I've actually taken to buying games I bought in the past (and in some cases still own the media for) specifically because it's supported better, and their digital game shelf allows me to download and install what I want, when I want (and it's cheap, I'll pick up 4-5 games for less than $3 a piece on their weekly sales). They've definitely made a fan of me.
I'm referring to the GoG games - they provide ridiculously good tech support for $6-$10 games, and I would be more than happy to pay $30-$40 to get wrappers for the games I really love, like AoE - but, as it turns out, sometimes it's cheaper (all things considered) to just buy a Circa 2000 Windows XP system, with 2000 era video cards, and drivers, than to try and get some of the GoG games working on a Circa 2010 non-mainstream system.