I've used (or at least sampled) dozens of emulators over the years, and one of the first things I do is try to make them portable. I have yet to run across one that I couldn't make at least sort-of portable. IIRC, the most work I've had to do is create an installation batch file (or shell script) to create a junction or link which maps some hard-coded directory to the location inside my portable directory structure where I keep the needed files. I only remember one emulator making use of the registry, so that usually isn't an issue. Which emulators are you using?
There are programs which take snapshots of your PC (registry and directory structure) for the purpose of comparing pre and post-install snapshots to see what changes an install made, but I have found them to be unreliable, and by the time they finish running, you probably could have consulted the emulator's documentation and applied some common sense to get the information you're looking for.