Well, if you're open to the idea of venturing beyond the familiar look and feel of the Classic, there are actually a handful of decent options available to you. These are your best bets for playing throwback video game titles without selling your liver on the black market.
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Sega Genesis Classic Console ($35-$70)
Produced by At Games, this retro machine purports to offer the same thing the NES Classic does, except for 16-bit Sega Genesis games -- a "next-gen" console at the time, technically. You should still be able to pick one up in-store at Bed, Bath & Beyond, of all places, although it's also available on Amazon at a bit of a markup. The box comes with 40 iconic Genesis titles like Ecco the Dolphin, Sonic the Hedgehog II, and Golden Axe, and it's also got a cartridge slot that'll allow you to fire up those old Genesis games your mom (hopefully) didn't throw out to make room in the attic.
It's not all sunshine and rainbows, however. The Genesis Classic lacks HDMI output, meaning you'll have to mess around with oldschool A/V cables that may or may not work with your TV. Also, the controllers aren't exactly the iconic Genesis button-mashers you remember. Still, if yours was a Sega household during the console wars of antiquity (aka the '90s), you should be able to look past these faults.
This might very well be the best retro clone console on the market, offering the ability to play games from not one, not two, but three classic game systems: NES, SNES, and Sega Genesis. Unlike Sega and Nintendo's mini Classic consoles, the Super RetroTRIO doesn't come with any games built-in; instead, you'll have to supply the cartridges yourself. That said, the build quality's solid, the red/black color scheme looks slick, and the fact that it's three systems in one triples the odds that you've still got some compatible games lying around somewhere.
Custom Raspberry Pi emulator ($40-$100)
The Raspberry Pi's a popular mini-computer among techies due its small size, versatility, and low price point ($40 to start). There's a lot you can do with it, but what makes it an NES Classic-killer is its ability to run emulated ROM versions of video games -- and not just NES titles, either. This thing can play anything from Atari 2600 and Sega Genesis to N64 and the OG Sony Playstation. It'll even run Kodi, for all your black market Netflix needs.
If the idea of building your own retro gaming console doesn't sound appealing, rest assured that you can pick up a fully configured Retropie (with two controllers) for about $100 on eBay. Otherwise, you can go the maker route and set up the damn thing yourself for a lot cheaper.
Note: The ethics of emulated video games can be a bit fuzzy, so we'll go right out and say it: downloading games you do not own is piracy. That said, there's a potential fair use argument to be made for downloading ROMs if you already own a copy of the game in question, so the choice is yours.
Gianni Jaccoma is an editor for Thrillist, and would pay good money for an HD Sega Genesis Classic. Follow him on Twitter @gjaccoma