For those that mentioned X-Com, isn't a 166 way too fast for that game? Also, how many of you have actually gotten this game up and running outside of DOS? I've been totally unable to get it going recently and I'm seriously getting depressed...
As for old games, if you're into rpgs, definatly check out the old Ultima games, especially the IV-VI great. The original Elder Scrolls game (Arena) is also pretty fun, a touch buggy, but friggin huge.
I don't think Deus Ex is going to run on a 166 though
Interstate '76 should though if you have a 3dfx card or something like that. That was a true classic.