I could have sworn I remember seeing a similar topic here before...
Anyway, GOG installers are useful for playing Win9x based games on modern Operating Systems. It's wise to keep them as such, since some 9x games won't even install on modern OSs. Even if these were able to install, some may have other issues.
As for DOS games, it comes to preference... I would prefer to install from original ISOs in Dosbox, just for that nostalgic feeling and seeing the original installation screens.
There were some discussions on issues with the GOG versions, but I could not remember what they were. Something to do with ripped CD audio or something.
From my experience, there's one game that has CD audio mess - Revenant. In the original CD installation, the audio from the CD is situational. But the GOG version is not. And it's a heck of a work to make it work in modern OS. Lot's of DirectX based issues.. (for the original CD / ISO installs on modern OSs)