This really is an evergreen article
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Nintendo’s highly coveted SNES Classic Mini system comes out today and is certain to be a hot item. A word of advice to gamers who…
thehardtimes.net
Obviously actually paying for games will never be able to compete economically with downloading pirated copies for free, so I'm not sure what you want any of us to say. For me personally, I think that Sega have obviously put a lot of love, care and effort into this, and I don't mind spending my money on rewarding good work. Also, 42 games only works out as around $2 per game, plus you get 2 good quality 2D controllers and a cute model Megadrive, so I think it's good value for money.
If you do go down the build your own emulation box route, then I would recommend that you at least purchase the Megadrive collection on Steam. That will give you 59 legal game ROMs (including multiple notable absences from the Mini, such as Sonic 3 and Knuckles, SoR 1 & 3 etc), which you can then just copy onto your emulator of choice.
I think emulation is great, but feel that you should always buy the games whenever the publisher gives you an easy legal route to do so. One of my most nostalgic games for the Megadrive is Michael Jackson's Moonwalker. Now, for a variety of obvious reasons, that game is never going to be re-released on any kind of collection, so I'm definitely going to download a ROM for that one, plug a Mini controller into my laptop and take a trip down memory lane.