JudasIscariot: So emulators are kind of like guns then? A gun with no bullets cannot kill people thus an emulator without the proper BIOS/CMOS/etc. can't run illegal ROMs....
Well, a gun with bullets can't kill people either; the being pulling the trigger is the killer ;). However, your analogy does hold some water. There can exist legal reasons for a law-abiding citizen to shoot a gun, just as there probably exist legal reasons for a law-abiding citizen to run an emulator.
Orryyrro: They don't make new NESs any more then they make new copies of DOS. If you legally have the ROM, as in if you actually have the game and rip it yourself it is legal. In the case of the PlayStation you do actually need the console as well though, since the only BIOS that currently work are the ones the system uses, and the only way to legally obtain those is to have the system.
As for the PlayStation, I think all PS3 are backwards compatible for PS1 games. Of course, only the original PS3 has the emulation chipset for PS2 games. So your point does stand for PS2 games, since Sony is only making Slims now, AFAIK.
As for the Wii, I have zero experience with that console except watching my 11 year old cousin play it for 3 minutes, tops. It might be backwards compatible as well, but I somehow doubt it. Especially not when cartridges are considered.