Counting only older titles, I've played completely through the GOG versions of ten of them, and have had issues with three (counting only system-compatibility type issues - I am ignoring bugs that are inherent to the game itself). So that would be a 70% 'success' rate based on classics I've finished so far.
The three games I had problems with were:
-Wing Commander 1: has some problems with the way DOSbox emulates the CPU speed, causing combat to be much slower than it should be. The game is still playable, but the fact that you can't really burst-fire (since the game can't render the shots quick enough) does completely change the strategy you need to adopt. Probably applies to Wing Commander 2 and Privateer as well, though I haven't tried those yet. [EDIT: Just tried WC2, and I'm wrong - runs like butter. Hooray!]
-Gorky 17: Has some weird graphical glitches that initially caused the game to crash all the time, though with enough fiddling I was eventually able to get the game running stably.
-Chaos Overlords: Entirely playable, but some weird sound issues remain (the most annoying being that only a single music track plays in-game). Frankly, I'm impressed that GOG managed to get the game running as well as they did, and since it was just released I'm hopeful that further bugs will be fixed in the near future.
There's also an odd bug that's unique to the GOG version of Sam and Max Save The World, where a particular character won't appear in a particular scene. There's a workaround (the character is in the room, they're just invisible and localized entirely within a small doorknob), but unless you know this you can't progress in the game.
Edit: I should add, though, that GOG support staff have always been polite and helpful, and I have never yet felt "burned" by any of my purchases even when they had problems.
Post edited June 03, 2013 by Azilut