I am assuming the SNES emulator is relatively (entirely?) standards-compliant. If this is the case, any SNES ROM will work.

To comment on wiimote/zeemote, while the zeemote is certainly pocketable, the wiimote is going to offer the more authentic experience. Plus, since many people have a Wii, it's going to be a lot easier to pick up and game with a Wiimote than to make an additional purchase.