Another option: I just bought Return to Castle Wolfenstein for 50% off on GOG and they added Arena and Daggerfall to my account. So if you don't want to mess with getting it configured yourself in DOSBox, this is another way. Not sure what other games GOG might do this with...
edit: turns out they are having a Bethesda sale. I didn't buy the whole lot, (which would've netted a bigger discount), I just got RTCW for 50% off. There are other Bethesda games on sale, so I'm guessing any of those would get you Arena and Daggerfall for free in a ready-to-play .exe.