I didn't "discover" it through emulation, but I played Sutte Hakkun for SFC in an emulator before I ended up buying it. I played Gunlock/Layer Section in MAME before I got the Saturn version. Same thing with Conker's Bad Fur Day, which I got a ridiculously good deal on by current standards.
I first played the US release of Snatcher on an emulator, not having a Mega CD. And, of course, the Policenauts translation. I've also played far more Neo Geo games on MAME than I ever have in an arcade.
Super Bomberman (all games from the series) Pokémon Stadium 2 And pretty much all retro games that I've played (and later on, bought some carts from the games).
Generally speaking - 32X games, Atari Lynx games, neogeo 2d fighters and Raizing/Toaplan/Cave shmups. I first started playing around with emulation around 1999/2000, playing some of these systems that I couldn't find for sale and didn't know anyone who had them. It took a long while, but due to my nostalgia for the games i played extensively in emulation 15 years ago, I've since gone out and purchased a lot of these consoles/used copies of the genuine games. IE, I now have an extensive Lynx and 32X collection and lots of shmups and 2d fighters across systems.
Castlevania: Symphony of the Night, Final Fantasy VI, Chrono Trigger, Xenogears, Final Fantasy VII No regrets here