I tried mucking with MESS once as well, it was too much effort since I didn't really need it.
For NES, I don't remember what needed to be adjusted to set escape to exit, I do remember it is mappable though. If I remember right, you had to open the config file in notepad and change the settings there. You can try Nestopia or VirtuaNES. They are both just as easy to set up as well.
For c64 use Vice. Fair warning though, setting up C64 properly is a ton of work, so I would recommend that you only do a handful of games that you really like. What I did (and this takes time) is create a snapshot file for each of your games. If you really enjoy c64, it's worth the effort though.
Pretty much what you have to do is load each game one at a time directly from Vice. Once the game is to the start point that you want to appear when you boot the game, go to the vice toolbar and create a snapshot file. If I remember right, they had a .vsf extention. You can save it in the same directory as your disk images.
Now in Mala, change the file type that it looks for. (I believe it defaults to look for .d64, .t64, .tap) Change that to look for .vsf instead. When you load up the 64, it should instantly take you right to the start of the game.