Off the top of my head the only games I own that don't work on XP are
Return Fire
Road Rash
Dark Reign? (or is that just the installer)
Need for Speed 3, 4 Porsche (which is my fault as many other people have succeeded)

Main other use for 9x is when I want to use my 3dfx cards.
Again, Need for Speed games and Quake 3 are probably the most demanding and these are happy with a 600Mhz I've found.