Well, if you're thinking S/NES, you need a boost regulator anyway; potentially isolation as well, if the supply is common-ground -- as might be the case if one plugs it into a PC or hub, though those don't usually have 2A+ available as an adaptor does. You may want to recommend use with adapters only, and specific units at that (for EMC purposes).
That is, unless you're also hacking the console to remove the input FWB (when applicable), and resolve any high-voltage loads; IIRC the NES uses +10V for the video circuits (not sure about SNES but probably too?), so merely cleaned-up 5V won't do. Noise might affect audio quality, video banding, etc., so some filtering may be desirable here, and don't ignore common-mode filtering, preferably test EMC.
Adapters should generally be isolated and non-grounded so that's fine, but put that on the list of things to check/verify about selected parts.
Note that, even with nominally-coaxial cables coming off the thing (RCA cables, RF if used), especially cheap RCA cables use loosely shielded wires, spiral wound rather than woven ground for example, which have essentially no RF immunity, and, while it would be nice if AV equipment were well enough shielded, or filtered, or designed, to reject RFI, but often they're not, and pick up very-nearby FM radio, or cellphone noise, or... So, keeping CM noise / RFI low from the power supply is pretty important.
Tim