Unfortunately emulators for NDS, N64 and Dreamcast "came too late" so these emulators were left in pretty early stages for Windows XP.
For SNES - I use Snes9x v1.61
For Sega Genesis/Master System/Sega CD/32X/Game Gear - I use Fusion 3.64
For Neo Geo CD/Jaguar/ColecoVision - I use Phoenix 2.8.JAG with unofficial english translation
For MSX/MSX2/MSX Turbo R - I use fMSX 6.0, OpenMSX 0.12.0 and blueMSX v.2.8.2 (sometimes I have to use a different one for each game)
For NES/Famicom Disk - I use Nestopia UE.1.52.0
For Game Boy/Color/Advance - I use Visual Boy Advance 1.8.0 and Visual Boy Advance-M 2.1.1 (sometimes I have to use a different one for each game)
For Saturn - I use Yabause 0.9.14 (best stable version for Windows XP) and SSF 011 alpha R1 (best stable version for Windows XP) depending on the game
For WonderSwan/Color - I use Oswan 1.7.3
For NDS - I use No$GBA 2.6a with NO$Zoomer and DeSmuME v0.9.11 (sometimes I have to use a different one for each game)
For Playstation (One) - I use ePSXe 2.0.5
For PC Engine (CD)/TurboGrafx 16/SuperGrafx/Neo Geo Pocket/PC-FX - I use Mednafen 1.27.1.2032 with Mednaffe GUI 0.8.8 which are the last ones to support Windows XP
For N64 - I use Project64 v.2.3.2.202
For Arcade/Multi - I use MAME 0.254 (someone still release new builds for Windows XP here:
LINK)
For Dreamcast - I use nullDC v.1.0.3 (best stable version for Windows XP)
It blows my mind that I can't seem to get to find a working version of PCSX2 (emulator for Playstation 2) anymore, all versions I find gives me plugin incompatibility errors and games won't start. I remember I found a working version once, many many years ago, but lost it for some reason.