You can force any emulator to exit via the Esc key by using the Hot Key functionality in MaLa. In fact, if all you want it to exit, just check the box "Exit Hook" on the "Other Emu" configuration screen and that will do the trick.
For NES, I'm using Nestopia which is highly regarded as one of the most accurate. It happens to support very flexible key remapping.
For SNES, I use ZSNES, also very flexible. If you add the parameter -m to the command line, then it by passess the built-in GUI and will exit by pressing Esc.
For 2600, Stella is at the top with MESS and is highly configurable as well.
I don't use a Sega Genesis or Master System emulator but I hear Kega Fusion is one of the best.