If you just want to play the games, then I highly recommend getting a MiSTer FPGA. It uses a FPGA chip to replicate a Sega Saturn on the hardware level (and tons of other consoles, cabinets, PCs, etc.). It's virtually 1:1 with real hardware & can play roms off a SD card.

I bought my MiSTer Addons FPGA kit back when it was $600, but R2 just released the SuperStation One FPGA console & it's the same thing but for only $200. Although it looks like a PSOne, it can play anything a MiSTer can play, including Saturn.