First off, DFend (DosBox Front-END) makes the whole thing easier to use because clicking is almost always easier than typing.
http://members.home.nl/mabus/dfend.htm
And yeah, it depends a lot on the game. My proudest old-gaming moment was getting Betrayal at Krondor working on Dosbox (with DFend) because it's really quite hard.
http://dosbox.sourceforge.net/news.php?show_news=1
The games section of that page will tell you if others have gotten a game to work, and sometimes how they did it if it didn't work with the default.
Question for everyone else though...I'm looking at building a new machine, quite soon, and I've heard that AMDs have trouble with DosBox. Does anyone use both here?