First off, I'm not against emulation.. I use emulation to get screenshots of games for a review, etc.. What I am against is the downloading of the games from an alternate source and then playing them, simply because you like the game or you never bought the game.
As for sprites, well the simple answer make them yourself. I don't think that the creator of the original sprites would be all to happy, to see their sprites somewhere else, just with perhaps some different colors and some little differences.
Added in, ROMS are just a huge problem to deal with, you get caught with them on your computer/floppies/CDs, and you can recieve not only a HUGE fine, but you can go off to prison for quite a while (depends on the number of em' they find). I had a buddy whos brother went off to to a min. security prison for I think a year and a half and had to pay $1750 fine, just because he had like 50 games on a CD.
If you believe that they can't find you, don't bet on it.
Many sites actually have a backdoor policy where they must give IP numbers of people whom download so many 'documents' from their site, to the proper authorities. This includes ROM sites, that's why many are still around, is they allow themselves/site to become bait, and then they don't get in trouble in any way, plus all they have to do is nark on people who download stuff.
That is why I am against it, I know many of the loops and tricks these people employ. Now I'll admit, when I've linked one of my GBA games to the computer, I'm half tempted to upload it to a nice .gba file and play it on my computer any time I wish, but I don't. It's just not right to do.
There ya go, my reasons behind disliking ROMS, if you want to continue your habits go for it, but I know I won't.