An interesting point is if you obtained the game on something like Virtual Console on a second-hand Wii or 3DS, or if the game is a port and you want to download the original game. Because really it's the very similar except on another console so is it illegal?
The best bet is to make a ROM dump yourself, but don't distribute it to other people. That way you will never get caught for downloading ROMs because you MADE the dump.
Anyway, yeah pirate it. I have the entire snes, nes and gb* rom sets on my computer because I'm lazy to go and get ROMs I only want, and there might be interesting, new things.