It doesn't really matter. All sites are pretty much the same and share the same roms for the most part. Just search on Google for the kind of roms and emulators you're looking for.
dgemu This is the site I normally use. It's not the greatest but it fulfills my needs. By the way, what roms/ emulators are you looking for? This site is good for DS and Gameboy Roms. For the emulator, I use Visual Gameboy Advance.
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I usually go to Rom Hustler.
I suspect it's actually pretty fun if you get into it. I've never played it. I'm just angry that it got in the way of our Magical Balls.