Simplicity
Nessie provides a simple interface with only a few options, so that you can enjoy the games instead of having to tweak the program to make it work. This is sometimes good and somtimes bad since certain extra features are not available. However, if you're just looking to play some classic NES games then Nessie would be your choice.
Compatibility
Almost all released NES games work fine with Nessie. There are still a couple that aren't supported yet, they are listed here.
Free software
As most other NES emulators, Nessie is released under the GNU GPL which means that you may copy or modify it freely as long as you don't place any restrictions on it (such as not releasing the source for your modified version).