Foobar2000 is a great music player that support lot of music formats initially and support for more sound formats can be done with plugins (as for Winamp) . Just google Foobar2000, download + install, then on http://2A03.org go to the software section and download 'Game Emu Plugin', put it in the 'plugin' directory, and you're done. Actually, I use Foobar2000 to convert NSFs into WAV, then I edit this wav (normalizing sound + filling 'Title' and 'Author' field for mp3) then convert to mp3. I didn't search the LAME addon, so wait that someone answer this question...
When those tools are applied properly (extracting into right paths and some foobar2000 configurations), you can easily convert nsf to mp3 with a simple right click.
Note that foobar2000 is newbie-friendly.
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My karma ran over your dogma.
My NSF musics:
http://2a03.free.fr/?p=pub&dir=Kuhneghetz
