Lately I've been attempting to avoid jailbreaking my iOS devices. However, I still want my emulation ;)
Since Apple enabled provisional deployment back in June, it's now relatively easy to deply ANY open source project to your iOS device, if you've got XCode 7 or later.
https://github.com/jasarien/Provenance is the iOS answer to OpenEmu, uses the same back-end DB, and currently supports a number of Sega and Nintendo platforms.
Download the zip, unzip, open the workspace (not the project) in XCode, and then run the updates. One of the things you'll need to do is provisional signing (if you don't have an Apple Developer account). This works by signing the software against your Apple ID.
After performing these updates, plug your iOS device into your Mac, select the device from the target list, and click Run. It will build, upload to your device, and immediately throw an error.
Go into Settings->General->Device Management (right under iTunes Wi-Fi Sync and VPN), select your Apple ID, and enable the app. Then it can run with no issues.
Run the app, set your prefs how you want them, then click the + to start the web service. Point a browser on your Mac at the indicated IP/port, and then you can drag and drop zipped ROMs from your Mac into the browser window to add them to Provenance.
When you're done, close the server, and launch a game. Enjoy!
NB: one other piece of software that I've found great to use via this method is AirFloat (also on Github) which lets your iOS device act like an AirPlay receiver (only appears to work for audio, not video, which uses FairPlay DRM).