Piracy: ꜱᴀɪʟ ᴛʜᴇ ʜɪɢʜ ꜱᴇᴀꜱ

You should be able to, ahem, find some convinent ROM collections on most torrent indexers. A standard NES game is only ~128kb, so the whole library of games is only like 750mb. It scales exponentially with every generation as data storage improved, so the SNES library is 2gb, the N64's is 5gb, and the PS3's is 20tb. I find that I really don't need the full library of a consoles releases available, so I usually only choose maybe a hundred or two that I'm interested in, there's only so much time in the day. If you don't need a handheld device I can recommend modding your ps3, it can emulate most anything, the hombrew scene is active and there's been a lot of support for it, plus for the majority of consoles it's a full custom firmware solution, so it's a pretty seemless experience once you set it up. Plus with the internal hdd there's plenty of space for stuff. Pretty much everything up to last gen is easily pirateable, so have fun with it, it's easy once you get the hang of it.