http://wiwiki.wiwiland.net/index.php/Daggerfall_:_DaggerfallSetup_EN
[removed - the CD version of Arena never been released for free]
These are linked on the UESP wikis as well, so most people are aware of them.
I've visited quite a few threads recently with people asking for help with DOSBox or how to install the official downloads, and nobody so far has mentioned the installers.