I use to have NESticle (NES + Testicle). I forget the website, but look for Nesticle. The ROMS are all in zip format, so you can download about 500 games in a half hour or so. And it has the save format.
I got really good at Punchout on my computer, and right before I got to Tyson I saved the game. My comp crashed, but for a good year I'd come home, load up Nesticle, hit F2, and fight Tyson for a good hour.
Anything you can play without having to DL?