I may build a 386 for earliest DOS as I'm pretty sure the DX4 will be too fast to run Wing Commander and Test Drive 3 at playable speeds. I like the idea of 3 machines.
Test Drive and Wing Commander should be fine if you swap the DX4 for a 486 DX or SX and turn off the L1 cache.
I think it's likely that these early speed sensitive games will run at approximately their correct speeds if the L1 cache is disabled, without the need to replace the DX4 CPU with a slower DX or SX chip. One reason for this thought is that a P3 system (1.4 Ghz) with its L1 cache disabled drops down in speed to roughly that of a 386. I think that one Pro for getting a 386 is that you can fine tune its speed by selecting its processor and mobo cache. One Con for getting a 386 is that it's now rather ancient hardware, and not as easy to deal with compared to old Pentium systems. It's interesting, because 486s seem to fit somewhere in between..
Edit: Also, to fine tune the 486 mobo to make it as slow as a 386, it will be worth tweaking the memory timings inside the BIOS set up area. I think that disabling L1 cache and setting the BIOS memory timings should be (hopefully) all you need to do to adjust the speed of the 486. The reason I suggest trying this idea, before putting in an SX chip for example, is because of those pesky mobo jumpers that will need rearranging!