I have used emulators in the past, usually for systems I already owned, but games I did not. In particular, Pokemon Silver. That is the only 'gen' I do not actually own (though I do have the remake), but I played that one via emulator years back!
I don't know why, but I really prefer having physical copies of my games. So I do go to a retailer (usually GameStop) to purchase. And usually, I can get them for a pretty good deal by using E-Rewards to get GameStop Rewards points to trade in. Sometimes I save up to $15. :) Pretty good deal...