AoE 3 plays great on LAN, you only need a single copy to play with friends if you apply the latest patch (which removes the CD key dependence). I still play it regularly with my kids. If you're not all on the same LAN there's software around that will set up a tunnel to make it appear you are to AoE (forgot the name).
With friends I play the steam version (we all have it on steam) via game ranger.
Strange, steam and game ranger. But it works.
I just can't play a random game via ESO.
I just run OpenVPN on my server with password authentication and really weak (but fast) crypto. Obviously only for LAN games, don't run a minimal security configuration for anything important.
