You need any method to run homebrew, such as "free mcboot", to run emulators through UlaunchELF. I like PS2 homebrew this day that can do some jobs on USB only. You can play SFC on an USB pendrive with latest modified SFC emulator (I can't remember the name). It's fast enough to enjoy for most games. NES emulator is good too but I doubt it can load roms on USB.