Here's my (not-so-humble) opinions:
Atari 2600: Stella.
http://stella.atari.org/. The only 2600 emu I found that ran on my XP machine. I actually use Cyberstella (the windows port), since the DOS version would not work for me. Too bad the Windows version has no way to reconfigure the keys.

NES: RockNES X
http://rocknes.kinox.org/ Simply because it supports every single game that I have thorwn at it. And damn nicely too.
SNES: ZSNES
http://www.zsnes.com/ This thing is written entirely in asembly. What does that mean? Speed. This thing runs most games at a solid 60 fps. I only had a few probs with it (specifically, making exit when I wanted to), but other than that it's simply the best. Too bad I can't say much about the people who frequent its forum. (if you can't say something nice...)
Those are the only ones I use. Hopefully other people can recommend emus for other consoles.