Any particular style? I've always been a big fan of the various Nippon Ichi console RPG's (Disgaea, Makai Kingdom, Phantom Brave) and other tactical RPG's like Shining Force, Fire Emblem, Tactics Ogre, etc.
Never tried it on XP, played it on my first PC, which is now two generations behind my current.
According to google () some problems seem to exist, though for most it seems to run fine on XP. Just try a search for 'Fallout 2 Windows XP', maybe some of the hints you can find that way fit to your problem.
As I recall "Etherlords" and its sequel were pretty fun, but they probably don't fall directly under the heading of RPG. They're more like animated games of Magic: The Gathering, where you play spells that cost mana. Since I really like Etherlords and turn based RPGs I think you may want to check this one out. I know you can get a free demo for the original Etherlords, which is fun, but not as good as the whole game. Try it out...you might like it.