Oh holy GOG, which descended unto us, bringing gifts of long forgotten ancient wonders of ye olde videogames...
So yeah, go to them, they're great, simple to use, of course most of the games are easily playable by even rubbish computers due to their age, and best of all, they do awesome sales and even occasionally make some games free for a short time.
As for pirating old games, I think the general rule is that it's technically legal if you once owned (and somehow have proof of owning) that particular game, but I'm not too sure, so don't blame me if the FBI ram down your door.