I dont have a Wii my sister does, I got it on my Xbox 360, since apparently it got released on PSN, WiiWare, and Xbox Live arcade, sadly they have no plans of bringing 1 through 6 to the 360 or PS3, Which I am not happy about at all since I really wanted to play Megaman 2 and 5.
Also I only use the Wii when I play Super Smash Bros Brawl which I dont very often anymore, since my sister and I are really picky about letting eachother use our consoles...