My only experience with emulators is trying to run Commodore 64 games, and in my experience they end in heart break usually when you beat one level and are about to go to the next one.
Which games, and which emulator(s)? I've done a fair bit of C64 emulation; setup is sometimes a pain, but I've never had any technical problems once the game loads.
Sounds like C64 emulation isn't particularly robust or mature. For the opposite extreme of things, look at something like DOSBox or ZSNES.