A few days ago I posted about a Kickstarter project to make a handheld system that can play retro games built on the Raspberry Pi. If you are interested in building the ultimate retro emulator to hook up to your TV pparently building a Raspberry Pi console isn't too hard and Gizmodo made an awesome video about it. You can even buy a kit that includes all the parts you need right now on Amazon for $70 while we are all waiting for that NES Classic to be back in stock. I don't recommend you pirate all these games but if you want a one stop shop to play all the games you do own, this is a great option.

https://www.amazon.com/Raspberry-COMPLETE-Starter-Black-16GB/dp/B01EKBJ1I6/

Lifehacker also has a pretty good guide below if you need a step by step in text to read.

http://lifehacker.com/the-advanced-guide-to-setting-up-a-diy-game-console-wit-1790381861