Eventually I fear the day when all games physically go out of stock everywhere and the people holding on to collections only sell the crappy games they don't want for an extreme price. I know now this will be a day that will come, if someone don't do anything about not releasing psychical releases. ROM's may be the only affordable option for me in the future, And the police get paid to find criminals. Not only that, but
I knew a man that was arrested with a large fine and 30 days in the city or county jail for Jaywalking. DO NOT underestimate the police. Because some police only get paid to arrest criminals and they do just that. Some police will find the littlest excuse to drag you in too. Or, fine you a ticket that you must pay or you will put into county jail or state prison 
PS some police will show mercy but some cities really are cracked down hard most police, are nice but few can be mean, and strict, like in some of the cities around where I live.
you have to be warned with everything you download because the internet is a public place and some ROM may contain illegal attachments that could get you arrested
if your an idiot you could walk up to the police and say you copied a dvd, used r4 ds carts or say that you downloaded some roms. Formally yes than you will be arrested and or will get a large fine
Thing is the police does not check these kinds of things, many people do so even back in the day with far more illegal stuff when games or movies are actually in the money make period
DS with their R4 carts even in the early ds days, downloading dvd roms of new movies copying movies when you hired them once from a block buster. Pretty much everyone did so but it's just impossible to check, only if your an idiot and walk up to the police you will be caught. What about the heavy supply of copied ps1 discs It's crazy how many people used pirated ps1 games super illegal but the police can't invade your house without solid reason so the only people which are caught for using roms are the ones selling copies for a way cheaper price than the original games.
In the end unless your hosting rom sites, lending your services for payment and sell roms there is not much to worry about. The police will not bother since It's not really profitable but by law if they do see it, they will take action wich will not happen since they won't invade your house without reason. There is a reason why pretty much everyone still uses emulators these days, downloading music and movies is also pretty normal except for the new stuff wich can be tricky and risky. Haven's seen any everdrive users being send to jail lol for the simple reason that they won't find out since it is not profitable worth doing so,
if it truly was so dangerous using roms etc there would have been far less people using them, the many copies of dvd's and cd based games that one will find in game lots are proof of how little people gave a damm about the consequences, because there were none if you did so for personal usage. unless you had commited other crimes or made profits it is kinda impossible to check.
using roms of old games is far less harmfull than for example those r4 ds carts. Everyone had them back in the day you had acces to all the ds games you wanted from pretty much the very beginning. obviously selling sites were closed down at some point but as far as users go nobody gave a damm about it. r4 carts have most definitely reduced ds game sales that's for sure. pretty much all my friends had a cart allot of ds owners the selling sites were also pretty big for these things. If the police decides to ever invade everyone's home I'm pretty sure a very solid chunk of the population would be in jail whether it's for games, music or movies probably also many police members
Besides as far as roms go, companies are not going to give us the original experience on the original consoles wich roms can provide thus being different. An eshop download is just a piece of crap in my opinion. if you want the original experience such things won't cut it and you even have to pay for it while you can't play it on the original console thus having a inferior experience compared to something that is free.
