I didn't know we had a community for piracy. I made a comment on Hexbear with some links to safely download ROMs, so I thought that it was a good idea to make a post here now that I found this comm.
For the ROMs:
The GitHub hosted page from r/roms megathread is great and have a lot of stuff with direct downloads, it is the most complete and has basically anything you might want. If you need/want one single place for everything, this is the closest you'll get, I highly recommend it.
Archive.org's page of ROMs verified to work with RetroAchievements. (If you’re lost and don’t know how to access or download the ROMs, just click the show all button on the right. You’ll probably need an account to download anything tho).
Vimm’s Lair have a lot of games, but downloads are slow. Still, it's a great preservation effort.
NoPayStation for PSP, PSVITA and PS3 games, updates and DLC. It downloads content directly from Sony’s CDN.
WiiUDownloader for Wii U games, updates and DLC. It downloads content directly from Nintendo’s CDN.
NXBrew for Switch games. I’m not a big fan of this site, but it’s the best one I found. I just suggest you use uBlock Origin and ViolentMonkey with this script and it should be mostly safe.
That’s basically it. I have been downloading a bunch of ROMs lately and that’s basically all I have gathered so far. I've also heard of CDRomance, but I never used it before, so I can't tell how safe it is.
Storage and compression:
One problem you may encounter is storage space for all your ROMs. This usually becomes a problem with PS3, Xbox 360 and Switch games since these games tend to be various gigabyte in size. And the worst part is that you can’t really compress these games right now, the only solution is to buy more storage, unfortunately.
For other systems tho, you can usually compress .cue and .iso files into .chd files and most emulators will work with it. I highly recommend this post on the RetroGameCorps website (it also covers most systems below).
Gamecube and Wii games can be compressed into .rvz files inside Dolphin emulator, just right click on the game and click on convert.
Wii U games can be converted to .wua files inside Cemu emulator. This is specially handy because instead of having a bunch of folders and files, it's a single file for the entire game like any .iso file, with the advantage of also including updates and DLC directly in the same file.
Finally, there’s DS and 3DS games where you can’t compress it, but you can trim the ROMs since it usually contain a lot of garbage data that is useless for running the game, just don’t use it on any ROM Hacks because it might make them stop working. This is the program I use to trim the ROMs. If you're on Linux like me, it works fine on Wine, I personally just have it set up in Bottles.