NES games are old, cheap, and good. I suggest you get an NES (probably the only expensive part, unless you need a TV.), then pick up:

Contra
Super Mario Bros.
Legend of Zelda
Super Mario Bros. 3
Startropics
Life Force
Teenage Mutant Ninja Turtles 2
Teenage Mutant Ninja Turtles 3

That oughta get you started.