Those are some pretty rockin' songs If you mean the synth sound I think you do, then you can make it with pretty much any synth plugin. Basically, the NES and other old consoles couldn't do polyphony very much (the NES had only 2 pulse channels), so when they wanted to do chords they had to play very fast arpeggios, which give the illusion of the notes being played simulataneously. So, to recreate this, just have a basic square wave and use an arpeggiator playing either 1/64 notes or 1/128 notes (whichever you think sounds best) across the notes of the chord you want. If you don't have an arpeggiator, just draw the notes into your sequencer.
To modify the sound, to keep it sounding authentic, I'd stick to just using amp envelopes and PWM - if you're going to use PWM though, bear in mind that these old machines couldn't do smooth transitions. If you want to do sweeping PWM effects, you have to change the pulse width on each note by set, discrete amounts. Taking the NES/Game Boy as an example, it could only do 12.5%, 25%, 50% (square wave) and 75% pulse widths, so these are what you should probably limit yourself to.
Hope that helped
EDIT:- Here's an example from something I'm working on atm that I made in Reason
http://www.mediafire.com/?mcy6sb85lr6e085