dynamic class objects

Hard to say without more requirements, but I would recommended against combining linked list code into your game object. This is a fundamental tenet of OO design - keep your object focused on a specific function.

The only time I have found that you actually need access to the list from within the object is when it needs to delete itself. To acheive this, have a "dead" flag that it sets, and then the engine can purge dead objects whenever convenient.

If you don't mind using STL, take a look at the map container.

What about Std::Vector? Although I don't know much about how Vectors perform
in a gaming environment but you do have the option of dynamically adding and removing
objects and being able to access it with an index.

On the other hand you could just have a empty array of a predefined size
and simply search for an null element when allocating an object.

What you're looking for in this case is std::vector. They allow random access, which linked lists don't. In this case, they are much faster for accessing than linked lists. They are slower than linked lists for inserting, deleting and expanding. However, only a true idiot would make heavy use of those features with a vector and expect reasonable performance. Their pros are very real - contiguous data and random access are necessary.

Go give it a look. Hope that helps.