Listed below are games that I tested. More reviews coming.

Diablo II
Diablo II was one of the games I ran on Windows 2000 just fine, but I don't play it very often. Installation on Windows XP went smoothly, but when I fired up the game itself for the first time, it seemed to run extremely slow. When finally reaching the main menu, there was no animation in the "Diablo II" logo, and mouse events didn't work. I pressed ESC several times as well as clicked the mouse in the "Exit" box and it finally quit the game. Launching it a second time seemed to go faster and I was able to get the main menu, log into Battle.net, and install the 1.09 upgrade. From there on, things seemed very smooth.
I haven't yet tested the audio, but the video seemed to work ok. I did install the "Lords of Destruction" expansion, but haven't yet tried it out.

Everquest
Everquest's gameplay performed perfectly for me. I ran it for two days and didn't have any trouble with it at all. The only trouble with WinXP and Everquest at this point is that the SoundBlaster Live! drivers don't create sounds and music properly, leaving battle music to only one instrument, rear speakers performing poorly, and sounds cutting in and out. I wound up going back to Windows ME just because of the audio issues. When I ran EQ on Windows 2000 several months back, I would get this nagging 15-second lock-up that other users were complaining about as well. No idea if the Win2k issues were fixed since then.

Quake III Arena
Quake III Arena performed better for me than I expected it to, due to the lack of proper Radeon and SB Live! drivers. Rear speaker issues are here as well, but the sound in the front two speakers works fine. The graphics could be better, but I'll expect that to improve with proper XP drivers from ATI.

Unfortunately, I could not do proper benchmarking, again due to the lack of proper ATI Radeon drivers. In order to test the speed of the game, you need to turn "Wait For Vertical Sync" off, or the framerate will match your monitor's vertical sync rate.

Unreal Tournament
I was most impressed with UT. Although still not perfect because of drivers, it played very smoothly. Using the ever-popular "CTF-Face" test, I was able to get an average of about 65fps during bot-only gameplay, which matches what I get from Windows ME. Looking from one tower to the other, there's apparent fracturing of the rendering where ledges seems to be filled in with pure white.
There did seem to be a strange glitch in the mouse input. At times I wanted to fire the rocket launcher or the Shock Rifle only to have nothing happen when I clicked the mouse button, but then it would be fine just a second or two later.
As with other games, audio doesn't work properly. Sometimes rear-channel audio would work, other times not. Announcer messages were strangely low in volume. After playing for a while, the audio would become horrible static.

Coming soon: The Sims, Myst III, Unreal, Deus Ex