There's a handful of free, legal ROMs
right here. (I've done this, but most of them suck - Super Tank is cool)
If you buy an X-Arcade joystick it usually comes with a CD or DVD that has a few licensed ROMs. (I've done this)
If you like NeoGeo you can buy the ROMs with an emulator wrapped around them already
right here - (I bought it when it was a bundle)
If you want some Sega classics,
Sega is pretty good about making their ROMs available - the ROMs are placed in a very well labeled folder as of recent updates specifically for this purpose if you get the Classics Collections - it's so well done you can just point
Attract Mode at that folder if you like.
I've got some PS2 and XBOX (classic) disks with arcade originals on there, apparently there's ways to get them off I've yet to try.
If you do enough digging there's plenty out there while staying on the right side of the law, they're just not all conveniently in one place.