I bought a NES -> USB cord online for about $20. I forget where, but look around the net for it.Adding to the list, personally I like Bomberman 2, Paperboy and just last week I tried Baloon Fight (the game the WarioWare series continually shoves up your ass ). As simplistic and arcade-y as it is, it is a pretty decent game FWIW.
Also, since we're talking emulators, look up a ROM called Dance 2000. It's an attempt to make DDR for the NES. It only half-works but it's pretty funny.
Edit: There are also interesting homebrew ports of Tekken 2 and various Street FIghters.
Edit2: How did we get this far without mentioning DR. MARIO?!