I was thinking about that lately and I'm stuck with thoughts. With time I got some terminals/thin clients but none of them meet all of my requirements. I have:
1. 2 Fujitsu-Siemens Futro S400 (one has broken PCI slot in hardware level) - music card problem, obviously games that don't need anything IRQ related work fine (these I like)
2. 2 HP t5700 (both identical now but I guess small differences exist like stickers) - again PCI only and to buy it's riser with expanded case is impossible.
3. Wyse V10L WTOS - no commentary, I forced my way to install and make win98 stable and daaaaamn, it wasn't easy task.

So far all 'Win9X/DOS compatible' I own. I tried to get Termtec Terra TK-3770 but I see no advantage or I'm wrong.
I own, PCI DOS compatible sound cards: Solo-1s aka ES1938S, Aureon 5.1 Fun aka CMI8738, YMF724/744/754 and Sound Blaster Live! 0220 and 0100.

The thing is I would love to replace them all with something, let's say, less problematic? I know, I own lots of dedicated desktop PCs but I'd just love to have something small to casually use rather than plug other beasts whenever I wanna play something old without using emulation on main PC. 😀

My requirements:
1. DOS games work, sound doesn't have to be perfect but acceptable with games that work (like Duke3D doesn't work on YMF724 freezing my futro s400 while work with CMI8738 based card no problem but other games don't play sound)
2. No issue to plug PCI/ISA card (if ISA thin clients exist) and close the case.
3. Win98/ME work, I mean all drivers, even for ethernet exist.
4. Availability + price, I hope no further explanation needed. 😁
5. PS/2 keyboard and mouse support.
6. Size of device doesn't really matter as even the biggest I seen is way smaller than normal desktop.
7. Device doesn't have to have anything like built-in CDVD drive but CDDA games have to play music either with external CDVD or through Virtual Drive.

I hope these aren't too much however I may lower my expectations. 😀