This is probably what I would go with:
Pure DOS: 8088 - Pentium (if you're not planning on doing any Windows gaming, that is)
Win 3.x: 386 - 486, maybe Pentium if you feel like pushing the limits of Win3.x
Win95: high-end 486 - Pentium, maybe even Pentium II, though you'll want a newer edition with AGP and USB support
Win98SE: Pentium II - Socket 478 Pentium 4 (this is somewhat disputable, though I can personally attest that Win98SE absolutely SCREAMS on a Socket 478 system)
Win2000: Pentium II - LGA 775 Pentium 4 (the jump to LGA 775 was huge, especially with the introduction of things like SATA and PCI Express)
WinXP: Socket 478 Pentium 4 - Core2 generation CPUs
And if we're going by AMD CPUs:
Pure DOS: 8088 - K6-3 (again, like the Pentium, this is really only if you're not interested in running Windows games)
Win 3.x: AM386 - AM5x86 (I'm not sure how a K5 or K6 will handle 3.x, I have a feeling they would cause issues with it)
Win95: high-end AM486 or 5x86 - K6-3
Win98SE: K6-2 - Athlon XP (I've run 98 on an Athlon 64 box before, but I don't think 98 has the best support for it)
Win2000: K6-2 - Socket 939 Athlon 64
WinXP: Athlon XP (XP is in the name afterall! 🤣) - Socket AM3-based CPUs
Keep in mind, a lot of this is just based on educated guesses, and observations I've made around the forums. I haven't really played with pre-486 systems all that much, nor with AMD systems predating the Athlon XP (with the exception of my 5x86 box).