Heavy Gear II
Newer versions of windows don't work with some of the direct3d tricks they used in HG2 with windows 7 (really, any windows beyond 98, not just 7+).
Follow these instructions to fix it, otherwise you'll get things drawing in the wrong order (you'll see enemies behind a mountain, but not in front of it etc.);http://www.gog.com/forum/general/heavy_gear_2_culling_fix/page1Heavy Gear I
HG1 behaves itself a lot better, but again it uses tricks with direct draw in order to have a wider range of colours available at any given time. Again, XP or newer will 'correct' the faulty palette and give you rainbow colours on the menu screens. There'll be an option in the compatibility kit for doing this, but the easiest way by far is to simply close explorer.exe when you run the game and reopen it afterwards (without windows explorer running, it won't 'correct' the palette automatically and HG will fix itself in a few seconds).
3d is a little ugly unless you get the latest beta patch - it implements the then bleeding-edge direct3d calls so you can use a modern graphics card with it (rather than software rendering) which gives you some basic skyboxes, much nicer textures and things. You could probably use a Glide wrapper if you wanted, but I'd recommend just using the d3d support that it has. On some missions you'll find that textures only load the outside few pixels of landscape tiles which looks awful - I'm on a Radeon card so I don't know if that'll happen for everyone (it's happened on several generations of Radeon with different drivers for me), I don't remember it happening on any NVidia cards I've had, but it's still fairly rare. If it does happen, switch to low-light mode and the game is still quite playable.