"You're not actualy going to sell this so what's the hurt, copyright wise?"
Even if you can show that you caused no actual harm to the copyright owner, you're still out up to $150,000 per work infringed if you get caught. Original music, not DDR music and not classic NES music, would be the absolutely safest option.

Nevertheless, given that Zophar.net's NSF archive is both quite visible and still up, classic NES music might be relatively safe for a project where the asset files are clearly marked for non-commercial use only. However, they would have to be covers instead of just pasting in code from the NSF so that the music engine is a known quantity that doesn't conflict with the game engine.