Honestly? I would say through a PC emulator. I was surprised to see how subpar the graphics were by using WiiWare or Virtual Console - this after spending money on a Classic Controller (that isn't even wireless!) and for points to play the classic games. Of course, I do NOT condone anything that involves piracy, ROMS, etc. But for games I already own and backed up, I prefer my PC; the graphics aren't any better, and I use my (wireless, already paid for) XBox 360 controller (with the wireless PC connector).
(Slightly O/T, but Nintendo must have been out of their minds. I have to have a Gamecube controller AND memory card to play Gamecube games on the Wii, plus the non-wireless classic controller to play the VC games. How the heck is that fair?)