You can goto walmart, buy a universal adapter, then just make aweful sure it is setup to the right polarity, there is a manual with each to help. If you goof this, you may fry your gp32. (I looked at the diagram and got it setup in 10 seconds.)
For emu games, look at www.gp32x.de on the right column for a list of emus, and they usually comment how good they are.
Checkout www.gp32spain.com for some that aren't hosted on www.gp32x.de (along with lots of homebrew and cool stuff).
Turbographics, nes, gameboy, commodore 64, colecovision, genesis (using gigadrive), and sega mastersystem all work wonders. Most (>80%) of all the games ive tried on these work flawlessly (except gigadrive, which is catching up daily).
Start with NES (using fnes), turbographics (using gpengine), and genesis (using the newest gigadrive) and you will be a happy camper. Of these only the genesis doesn't support zipped files (ending with .zip ) FYI.
Welcome to the community.
mth411