Little John Palmos (LJP) is excellent palm emulator. I have more than hundred games for Gameboy, GB color, Sega, Super nintendo. Everything works well.
Speaking legally - rom destribution is illegal, but I would say it is OK. It's not like using cracked sotware that is being sold - which is extremely illegal. It is considered legal to have game rom images if you have original game cartridge. But since nobody uses those old game consoles, and games are not being sold for many many years - it is more or less OK to download them Just type in the google "nintendo roms" or something.
Anyway, control is fully adjustable. The spped is fantastic too. Large sega roms require very large dynami memory - around 8mb, that's why you may only expect to work for _everything_ only on TT3 and TC (both have 12mb heap memory) Other palms (such as TT5 and especially TT1/2/Zire71/Te) might require to use UDMH (not free, and somewhat buggy) to artificially increase amount of dynami heap.