Do you have the full bios set for mess? if not they won't run at all. MESS is not really an ideal emulator for any platform as there are issues with many platforms it emulates.
I've got no idea about the others as I've no experience trying to emulate them, but for Nintendo 64 you are moving into the realm of 5th generation consoles, where the emulators are a little more difficult to set up. You will need to make sure A) your roms are in the correct format and B) all the graphics/audio settings are configured first.