Hello, Reumos! Welcome to the Cythera webboard.
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To answer your question, I would say option 1 is the easiest and by far the cheapest, being free.
Sheepshaver is the best Mac OS 8/9 emulator out there. Scroll down on the page linked above to download the recommended version for your computer (If you just bought a new Mac, you'll want the one best for Intel Macs, but if you upgraded an older one, you'll want the one best for PPC Macs).
Next, I strongly recommend you do a google search for a sheepshaver tutorial. There are some very good tutorials out there that will walk you through step by step and help you as you go. By some method, get a ROM file and place it in the same folder as the Sheepshaver application.
When you open Sheepshaver, you'll be presented with a floppy disk icon and a blinking question mark. Ignore that and go to the menu bar to Sheepshaver -> Preferences. In the preferences, look through the tabs and change your settings to how you want them; most options you can probably leave on the default. The important thing to change here is to tell it the location of the ROM file. Also, under Volumes in the Setup tab, click create and make a disk image with as much space as you want; I'd recommend around 400 MB if you are just going to use a few classic games. Name it whatever you want with the ending ".iso" (Mac HD.iso, for example). Save it to the same folder as the ROM and the Boot Image.
Now you'll need a Mac OS 8 or 9 install disk. Alternatively, you can find ready-made boot images on the internet. Again, I suggest searching for a sheepshaver tutorial. Quit Sheepshaver and re-launch it with your install disks in the computer. Otherwise, add a boot image under the volumes in the preferences. Once you have it installed or have a boot image, you'll be greeted by the Mac OS 9 loading screen upon startup. When it is loaded, it will probably ask you to Initialize a disk. If the disk it asks to initialize is the same size as the one you just created (400 MB in the above example), click initialize. Otherwise, click cancel and it should work fine. Go to Special -> Shut Down and Sheepshaver will quit. Go to the folder that contains Sheepshaver, the ROM, Boot Image, etc. and double click on the disk image you just made (Name.iso), and it should open in Mac OS X. Drag your Cythera file into it and eject it.
NOTE: It is important to make sure that you eject Name.iso in Mac OS X before you launch Sheepshaver and quit Sheepshaver before mounting it in Mac OS X. Now when you open Sheepshaver, you should be able to play Cythera! If it asks you to initialize a disk again, click cancel.
Whew! That was longer than I intended for it to be. Regardless of the length of this post, it is actually very easy to setup sheepshaver, download 3 things, go through Sheepshaver prefs, and drag Cythera into your Sheepshaver hard disk once you have mounted it on OS X. You can use that same method when you want to transfer files back and forth between Sheepshaver and OS X; they have a "shared" folder, but I've never used it.
Edit: Removed links to tutorials that have been deemed too helpful
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. But I will stress that a google search for a sheepshaver tutorial can help you here.
This post has been edited by The Wizard: 19 July 2009 - 08:10 PM