Emulation is absolutely 100% the way to go for retro gaming, especially now that even PCSX2 is so easy and consistent. The issue of retro game prices being gouged to bajesus and back really is reason enough, but there's a ton of nice stuff like increased resolution/performance, widescreen patches, mods etc that let you get a much nicer experience than you would otherwise, unless you're actually playing on a legit CRT and even then I'd say it's subjective.
Let the voice of love take you higher,
With this gathering power, go beyond even time!