The only one I've had trouble with out of about two dozen I've installed so far was KOTOR 2. Did manage to get around it, but it took me ages.
If you get your motherboard and graphics drivers installed correctly, you'll have very few problems. Vista won't look for mobo drivers from you, it'll usually install its own crappy ones. Once I realised this and downloaded proper ones from the manufacturer website, 90% of my problems just went away.
Edit - I'm just reminded from reading the Trackmania thread that games with Starforce copy protection won't run by default on Vista. You have to find a way around the copy protection or if it's on steam, use that version instead.