No, emulators are not illegal. What is illegal is downloading rom files, even if you legally own the game cart. The only technically legal method of playing a game on an emulator is to buy the hardware needed to dump the rom yourself.
My personal recommendation is that once you have legally acquired a Game Boy Advance cartridge of Final Fantasy
VI Advance and the cable and software needed to create a rom of the game you should apply the Sound Restoration hack to said rom and then play that version as it is the definitive version of the game.
https://www.romhacking.net/hacks/657/ I am not 100% sure if the font hack is compatable with the sound restoration hack but it's worth trying (it's been a while since I last played FF6).
https://www.romhacking.net/hacks/2916/ As for what emulator to use, I recommend RetroArch
https://www.retroarch.com/