As a rule of thumb, any game that uses DirectX 5 or earlier should look better under Glide. The DirectX 3 games are particularly ugly and immature. They also run much more stable in Glide mode and generally look better in Glide mode.
But many games have been patched. Some games offer high resolutions with a color depth of 24 or 32 bit, which were much too slow on old TNT2 cards at the time, but run well on more modern cards and are therefore usable. A Voodoo 3 card with its 22 bit post filter and low resolution can be at a disadvantage.
Then there was S3TC texture compression support. If the game supports this and therefore provides higher resolution textures, it usually looks better under DirectX than under Glide. An example would be Giants: Citizen Kabuto. Up until Voodoo 3, the Voodoo cards only supported texture sizes of 256x256 pixels.
And then there are games for which there are high-resolution texture mods available. These games look much better with these Mods than with the standard textures under Glide. Deus Ex 1 and 2 are two such candidates.
Well, and finally there are games that offer more graphics effects with software rendering than in the Glide version. One example is Archimedean Dynasty (German Title: Schleichfahrt)