What I personally do to play TTD Windows edition is to simply load it up with VDMSound using "Transport Tycoon Deluxe.exe". Then the screen goes black (because the demo been removed, I guess) and I only need to click once and the main menu appear.
I experimented some very rare random crashes, but the game run very well otherwise. No need to slow it down etc. Just save frequently and/or use the auto save feature and you should be fine.
You can find a link for VDMSound on the tool link on this site, or just put the word in your prefered search engine and you should find it easily.
Edit: actually, the game runs fine without VDMSound...
