First. I love playing older games from 80's and even 90's Often, with FPS, there';s too much going on. I like running jumping and avoiding enemies, ranking up scores, completing levels, knowing when to move when not to, firing, and adding points.. or any combination thereof, particularly in places where there might not be an internet connection. Check this out... retro gaming device This device seems perfect for me, but how does it work? Where do I find the games?
Basically, this is an enthusiast device, it's not for people who don't know what they're doing. That said, you should be able to figure it out with some effort. This console is the latest iteration of the GP2X portables. (I think it may not be associated with GP2X, but they use the same operating system.) In order to play you'll need two things: emulators and ROMs. A list of emulators supported by this device are here: http://wiki.dingoonity.org/index.php?title=Dingux:Emulators Note that you'll need an emulator for every device whose programs/games you wish to emulate. Second, you need ROMs/programs. Legally speaking, you can only use ROMs for games that you own. I will not link any ROM sites here because of their dubious legality (it would be against the rules, for sure.) Google is your friend.
You'd have to consult the website of each emulator to know what games they support. It's better to know what specific game(s) you want to emulate, determine what emulator supports that, then acquire the emulator and the ROM.
The device and its software are perfectly legal. Emulators are perfectly legal. ROMs are generally believed to be legal if and only if you legitimately own the software in question in another format. However, since sites that carry ROMs do not in any way vet whether you legitimately own the software you are downloading, they exist in a legal gray area and would be against the rules to link here.
There's nothing illegal about the device, no. At it's most basic, it's a small Linux computer, onto which you load the emulator programs and game ROMs. But as Solstice said, you're only supposed to have ROMs for games that you already own. There's a quick start guide here: http://wiki.surkow.com/Quick_Start_Guide ThinkGeek even says "This platform/device is constantly evolving and changing so you might need to put in a bit of effort to figure things out. If any of this scares you, then you may want to reconsider your purchase."
Again, if you could list some of the games you want to play, there may be alternatives that don't rely on a device made for very savvy users.
Buying a used Wii for the Virtual Console would probably be your best choice. There's hundreds of classic games available for between $5-$10 on Nintendo's store. http://en.wikipedia.org/wiki/List_of_Virtual_Console_games_for_Wii_%28North_America%29
^ If you do that, don't get a Wii, get a WiiU. They disconnected all the Wiis from Nintendo's network a while back.
While I would recommend a Wii U over a Wii at this point for the purchase of Virtual Console titles, Nintendo did not "disconnect[...] all the Wiis from Nintendo's network." They shut off the online play features of games that used Nintendo's servers for that purpose. eShop and Virtual Console are completely unaffected, though it's a given Nintendo will shut those down eventually.
While emulators are legal I think that some emulators need a bios file from a legitimate system, and unless you dump it from one that you personally own I think that is illegal also. I also don't get how ROM sites stay around. Fair use allows you to possess roms of games you own but not to distribute them.
Right now the Wii U only offers games that were on Nintendo consoles. With the Wii virtual console you have access to more systems (Genesis, Master System, NEO GEO, etc.).
No, the Wii U has access to the Wii's virtual console library. You select "Wii Mode" from the main menu and you're good to go. Of course, since you're in Wii mode, you can't use the Gamepad or Pro Controller. Original Wii controllers only.
Can you enter the Wii Shop from Wii Mode? My apologies then, I just got the Wii U and haven't tried Wii mode yet.