[Phalanx]

First of all, I'd suggest emulation if you just wanna PLAY the games. The NES is probably the most emulated system, and I personally find that the games run pretty much perfectly on them.
Try a search for "nes roms" then the game title you're after...or just try to get an a-z kind of thing going on. There is two main emulators I've used before, IMO the best "nesticle" and "nester", one of those should be pretty easy to track down.
Games...I always liked the second mario brothers game (the one that wasn't really a mario game at all, but a rereleased game called "dokidoki panic" with graphics of the mario characters added) if only for its differences, it was a fun game to play, and I enjoyed the variation between selectable characters.
There's a LOT of good rpgs on the nes, not just the FF series, there's many random titles, and yeah IMO, the old 8-bit rpgs were some of the best...too many to mention.
Green Beret AKA rushn Attack was always fun...very hard but a top action game.
Cobra triangle is very cool.
Wrath of Black Manta was a cool ninja game with rpg elements
Those are the ones that first come to mind.