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There are a bunch of different emulators out there. If you just do a google search, you can find what other people believe are the best ones.
The legality is a little bit of a gray area. To play any game through an emulator, you need a ROM for the game. Technically, the ROMs are not legal to download since it is a "pirated" version of the game. It gets a little iffy when you actually own the game. Technically, its illegal to have the ROM in any version except in what you bought it in (like a Gameboy game cartridge), but some argue that if you own the game, you have every right to play it on any platform you would want.