Neobr10: There are many classics on PSN/Wiiware/eShop/XBLA.
I haven't used PSN or XBLA, so I can't say anythign about them, but Nintendo's download shop is seriously one of the worst I've seen. First of all you don't have any account system, it's all DRM-tied to the hardware. If your Nintendo breaks down you can send it in to Nintendo to transfer your games to another machine, but that's just stupid.
They only sell regional versions, which sucks if you live in a PAL region where all old games run at 50Hz instead of 60Hz and a squashed down due to the higher PAL resolution. I speak English and any TV built during the last 20 years can display NTSC signal, so just let me download the US version and I'll be fine. Games that heven't been released in a region will not be sold there, unless on a special occasion and only for a premium price.
The original documentation is completely missing entirely, instead we get some crappy HTML manual that just explains the controls. Back in the old games manuals were really fun to read, they were often the only way to know some moves or to know the story of the games. This was before tutorials and cutscenes were common place. In some games like The Legend of Zelda the manual was required to play because it contained the map. I bet many young games would have much less trouble getting into the first Zelda game if they actually had any clue where to go. (this also served as a kind of copy-protection)
Then there is the constant trickle releasing. It made sense when the store was first introduced, but then they started the same thing all over again for the other consoles. This would be like if Apple decided to start releasing songs one by one all over again for the iPhone and iPad instead of giving you access to all the songs that can already be bought for the iPod. Also, because of the lack of an account system you would have to buy all your songs all over again.
Really, I'd rather tell people to buy games on Steam than at Nintendo's download stores, and I fully hate Steam. At least with Steam you can install the client on any PC you want, you don't have to send in your PC to Valve.