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I dunno about the word legitimate. Maybe "morally acceptable" would be a better question.

I'd consider it morally acceptable if

1) you already own it but just want to play it in a more convenient format (e.g play on pc rather than go and dust off your old console)

2) you're not going to play it at all otherwise. e.g I only play handhelds. It's the only thing I have the time for. Am I OK in playing pirated SNES games on my PSP? I think yes I am. If nintendo had them on the 3DS, I would've paid for them. But as it stands, custom firmware on a PSP is the only way to play SNES games on the move.