Emulators are perfectly legal, and *cough* assuming you have an original copy of the game disc in question and upload the BIOS from a physical console, you can just pop the disc in your CD/DVD drive and/or rip it with using Daemon Tools (solely for archival purposes, of course) and it's all legit. With older systems which don't require a BIOS, you can simply connect the cartridges for it to your PC using a ROM dumper.
(SPOILER)But seriously, who does that? ;D