A wall wart seems impractical, almost comical in a way. Do you really want to be trusting cheapo eBay, etc wall warts, even if they're outputting regulated voltages.. to be on 24/7 and while you're away from your home. Just takes the thing to fail or go out of spec to kill your ASIC & cost you far more than your high scores.
Lithium batteries remotely mounted still seem the best choice if you need to maintain the RTC. I get it for TZ, but for many other games that don't really utilize the RTC in-game I'd not personally worry about it. Not gaining much upgrading to NVRAM and still keeping batteries connected, other than being able to change batteries out when the machine is off. IMO not worth the risk desoldering the low-power SRAM if you're using batteries.
Just had to chime in since this thread is still alive and kicking