I actually us an IBM Thinkpad X20 for old DOS/Win95 games.
It's a rather slim machine, but comes with a dock that has a CD and floppy drive, when you need them.
It supports hard drives up to 120GB, and works with the Thinkpad Dock II, which will allow you to use a full height PCI slot (only half length though, so no Voodoo 5 cards). Also, the X20 has Intel 440ZX chipset, so it supports Distributed DMA, which means a Yamaha YMF724 works!
I use mine with a Voodoo3 for 3DFX games.
It has the CS4281, which has some decent DOS support. (the MIDI is kinda off using the win95/DOS drivers from the IBM website, though, maybe there are better drivers somewhere?)
If you want a laptop with a dock that support an ISA card, try the following:
ThinkPad 360, 360C, 360Cs, 360P, 360CE, 360CSE, 360PE
ThinkPad 370C
ThinkPad 750, 750C, 750Cs, 750P
ThinkPad 755C, 755Cs, 755CE, 755CSE, 755CD, 755CX, 755CV, 755CDV
ThinkPad 760C, 760CD, 760E, 760ED, 760EL, 760ELD, 760L, 760LD, 760XL, 760XD
Pair it with the IBM Dock I (FRU 3545) and you get an excellent 486/Pentium 1 game station with everything you need.
The dock even has a direct audio input (perfect for the ISA sound card) to powered stereo speakers and SCSI support for either CD or an additional hard drive.
It's a full height, full length ISA slot too, but I don't know if it will support monster cards like a Roland LAPC-I.