Keep in mind you're not going to be able to run all games between those years on a single build. Quite a few older games need older hardware, especially slower CPUs. Then, the DOS support on ME has a ton of issues that broke many games (one of the reasons people hated it), and XP is needed for a lot of the later Windows games in that range.
That said, it should work very nicely as a 9X build, which also happens to be the era with the least emulation support. If an older DOS game doesn't work, you can always use something like eXoDOS on a modern computer.
One additional cool thing you could consider down the road is something to really take your midi experience to the next level like an SC-55 MK II.