Neverwinter Nights. It's turn-based, but the action is "real-time" (each turn lasts 6 seconds), so it doesn't feel slow or lacking in the action-department. I would even say that the main NWN campaign (not the expansions SoU and HotU) would be more enjoyable with several friends playing, not just soloing it. The main campaign is a lot of running about, fighting this, getting such-and-such and object... but with several people on board, the quests would probably be a lot faster-paced and less monotonous than I found them to be when I played single-player.
Titan Quest... I think it supports LAN. If so, make sure you all have Immortal Throne and the latest community patch.
Majesty!

I don't know if supports LAN, but it sure is fun. It's sort of a strategy game, but very hands-off - you have no direct control over your units' actions. It isn't turn-based, and the only strategy is how to manage your gold and keep monsters from killing your tax collectors.