I've made a couple for personal use with a few friends. Each game is different, some allow any person playing to set their machine up as the server. You are talking about setting up a dedicated server, and some of those are just as easy. It all depends on the game.
I just took a look at Rome: Total War and it has a Lan battles setting, so that doesn't sound like a campaign, but I don't have multiple machines to try it.
I know Unreal Tournament (and UT2K4) you could install them as dedicated server on Linux Boxes without too much trouble. And from my little experience, ther hardware requirements weren't too great. With only 3 or 4 players probably almost anything would work since the clients do almost all the heavy lifting (rendering).
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