I regularly use dutch ovens, even managed to successfully bake a chocolate cake in the past, but it does take time, patients and practice.
An alternative is a metal dustbin on its side over a small trench fire, idealy you need to mound earth over the dustbin and create a chimney at the back of the dustbin, you also need racking inside like a normal oven to keep food away from the sides of the dustbin.
There used to be a realy good vid on youtube, but I've not been able to find it, the same thing was discussed on bcuk here:
http://www.bushcraftuk.com/forum/showthread.php?t=61864
Some good pics lower down the post.