Depends on how realistic you want the experience to become.
1 - A download is fast, easy, and reliable depending on connection speeds and price of download. Can be a pleasing experience.
2 - Buying an NES cart could take time, travel to odd small videogame shops that are run by people who look like they would rather be be bowling and are Colorblind, then the frustration of cleaning the cart, the console, then trying to get the game to fire up. A more true experience via the old-school gamer but none the less a lot more rewarding when you get the damn game to work.
So it all depends on what you want most. Then the frustration that follows after you find out that the soliders on the first stage can kill you in one shot/touch.
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