MI 1+2:
See the guides at The Scumm Bar
here and
here.
Problems with MI1,2+3:
If you are using Windows 2000/Windows XP:
Use either
ScummVM Quick and Easy or
Vdmsound Quick and Easy or
ScummVM on its own.
If you are using Windows95/Windows98/WindowsME
Use
ScummVM Quick and Easy or
ScummVM on its own.
CMI:
If you are experiencing problems with cutscene playback in CMI go
here.
If CMI insists on trying to install an old version of directx before it will run (then failing and not running) try creating a blank .txt file, naming it DDHELP.EXE and placing it in the windows/system32/ folder.
If you still have problems run it through ScummVM.
EMI:
If you are having problems with EMI (Monkey Island 4) get the
patch. If this does not correct your problem then try running in Direct3D rather than OpenGL mode or vice versa (configuration options, troubleshooting tab).
If you are having problems with VdmSound Quick and Easy look
here first.
If you are having problems with ScummVM remember that release 0.3.0 onwards has an inbuilt gui. Just run ScummVM without any command line parameters to activate it. Alternatively try
ScummVM Quick and Easy - a frontend for ScummVM.