Hi Iconoclast12 , i have the baldurs gate 1 from GoG and then Bg2 and ToB on cd , i use them both with no problem , the ones that come from GoG are allready patched so you dont have to worry about doin so , the only recomendation that everyone says is to install the games in another place apart from Program files because it gives problems , atleast in windows 7 , i think its probably the same for vista .
Also i used to have a problem and like many others that the games had some lag when you used magic and such , and thanks to the user @Olnorton i and many others found a solution , ill just copy paste hes solution from the icewind dale forum , it works as well for baldurs gate if you get the problem :)
Download the DXSDK from Microsoft.
http://www.microsoft.com/download/en/details.aspx?id=6812 It's a large download, but it will give you all the old DX libraries (as apposed to the latest "backwards compatible" ones)
It will also give you a way to disable Hardware Acceleration for Direct Draw.
Go to:
Start
All Programs
Microsoft DirectX SDK (June2010)
DirectX Utilities (Not the 64bit version)
DirectX Control Panel
On the DirectDraw Tab, untick Use Hardware Acceleration.
i do that each time i have to play eather Baldurs gate or Icewind dale and they work without any problems , just remember to put the acceleration again if you play a new game ;) , well hope this helps a bit ,