I remember AMD taking a while to release a GCN driver for XP, not sure how it is now, but when I was using my HD 5000 card they started removing some stuff, like they had OpenCL working and removed it at some point,
as for 9x era games it varies from game to game I think, I remember having trouble to play MGS with a Geforce 8 and it worked fine with my Radeon, but by now there is probably some patch solving the problem.
last time I used XP I was trying to play some old emulators, but the directdraw performance from my Radeon was horrible on windows 8, and it worked beautifully using XP...