Castle of the Winds is one of my old favorites. It is an adventure game in the style of rogue or net hack, however it is a fully graphical game that runs on top of Windows, and almost everything is done with the mouse. I was surprised to find out recently that this game was actually written by a Microsoft employee who was trying to learn how to develop on Windows after years of DOS development. The developer has recently made this game available for free download. For more details checkout http://www.exmsft.com/~ricks/.
Interestingly enough I have to use Virtual PC to run this program these days, as this is a 16 bit Windows application and all of my computers are running 64 bit versions of Windows. Thankfully the game runs just perfectly.