I have had no problem with the console emulation speed. I have not yet tried turbografx yet though, but I can get Neo Geo Running, so I don't see an issue. I do have some video tearing going on with my nes and snes emulators that I have not yet addressed, which can make things feel a little jagged on the side scrolling games. I am guessing as soon as I work on tweaking the emulator settings, I can buffer out the tearing, but I have not ever dealt with that kind of video issue before.
As far as exiting goes, I was originally planning on hacking a usb gamepad, and mounting function buttons on the case of the snes. I thought that would be too much work, so I just decided to use a spare controller to do the work. I now have 4 player support using wireless dual shock style controllers for player 3 and 4. Since there are extra buttons on the dual shock controllers, I am just using one of the shoulder buttons as an exit button. I am also using the other shoulder buttons as a quick save, quick load and fast forward. I don't know if I am gonna run into any 4 player games that need the shoulder buttons, but I will take a look at that issue only if it comes up.
I am waiting on a couple HDMI 90 degree adapters in the mail right now so I can finish with the HDMI video port, I can do some better benchmarking on performance after that is finished. I kinda want to try N64 games since I now have dual shock controllers, but am not holding my breath. There will be another update on the way as well.