Emulation is perfectly legal. The only strictly illegal bits are using Kickstart ROMs and Workbench/AmigaOS disks if you don't physically own that hardware/software. Even then you can 100% legitimately get hold of those (for a price) from Amiga Forever.
In terms of legal games, some companies have made their games freely available - anything you can download from Back To The Roots website is legal, plus.see the EAB wiki for some other sources online.
EAB's own file server has lots of PD games, but beware it has some Amiga games which are not.strictly legal to distribute, but no companies actually complain to my knowledge.
CU Amiga gave away DOpus 5.11 on its coverdisk. I think later versions are still actually sold, although DOpus 5.5 comes with Amiga Forever.