I've done it in:
Baron, C172/182RG (well, almost, i'll get to these in a moment)
Lockheed Vega (2500 mile range my arse, it's gotta be at least 3500, if not more if you lean it)
(I did combine my prop flights with a B737 flight i'm doing so it is a bit wrong but generally, these are the major airports i fly through.
The Cessna flights got from Liverpool, England right the way to Gander going east, so i'd already gone through Denmark, Russia, etc etc and i didn't have the range to reach Nuuk, 1300 miles away. I was... annoyed to say the least because i refuse to use unlimited fuel. The C182 ended with me crashing into the north atlantic 25 miles from Reykjavik, so i failed that one too. I tend to stick to the northern routes, otherwise once you get to the eastern Asian seaboard, you need to be at somewhere like Vladivostok or Petropavlovsk-Kamchatskiy to make the Pacific crossing to Dutch Harbor.
It's a good thing to try in a short (as in Baron, Mooney, Cessna) range aircraft because it teaches you planning for fuel, time, wind and just general flying over oceans or sparsely populated areas. And the limits of each aircraft in terms of range and maximum altitude you can safely get to without stalling it and crashing
On the Mooney flights i was regularly flying with the commercials in the upper 20's and lower 30's without much of a problem. The only problem was if you went too
high, then engine didn't have enough power to pull you through the thin air and well, gravity takes over quite violently (i.e. Crashing into the ocean or the middle of Siberia).
It does get quite boring, but it's a real achievement if you actually do it without crashing
Edit: Didn't add my route in.
[Edited 2008-03-24 10:42:43]