I've only purchased two physical unofficial games (unless you count repro games like Wily Wars or fan translations): Battle Kid for NES and Rikki & Vikki for Atari 7800.
In terms of purchasing: I can't really vouch for my experience getting Battle Kid since it was a Birthday gift back in 2011, but as for R&V, the game was shipped quickly, came in a nice almost official looking 7800 game box with a fold out manual, and other little goodies.
In terms of playing: Battle Kid was stupidly hard but fair. Although once I beat the game, I haven't really replayed it like I do with other retro games probably due to the difficulty. Rikki & Vikki has been fun but I'm holding off on playing more of it until I get a better controller because the American 7800 controller is terrible. R&V is also on Steam and unlike the 7800 version, it can save your progress and score.