People, people! TTD is obsolete by now. Try
OpenTTD!
It's a vastly improved clone and is fully compatible with modern PCs (Windows 2000, XP, Vista, Mac OS X, and Debian/Ubuntu i386). You need to download the game on Abandonia since OpenTTD uses its graphics, and then install OpenTTD itself, which you can download from its official site. The link I posted takes you to the About page, which describes all the major features.