I tend to use a Windows XP laptop (off-network) for DOS development. Win9x might be more appropriate, but the laptop is too modern for it to work reliably - and XP is just generally more stable whenever I make a coding mistake :D It's not perfect, but it has some advantages over DOSBox. Two spring to mind:
1. DOSBox maps Ctrl-F9 to the killswitch by default, and I tend to forget to disable it (which can be done using the keymapper). Quite annoying when that is the "Run" key combination for Turbo C++ and similar IDEs.
2. Windows supports long filenames, which RHIDE (the DJGPP IDE) can make use of. I much prefer giving my source code filenames that aren't limited to 8.3 characters.