SFA3 arcade definitely isn't possible, as it's CPS2, a late release CPS2 at that (does that make any difference?), it uses as much space as the hardware allowed and it pushed it to the limit...and basically, if what craigix said is true about the memory allocation...it's pretty much impossible.
SFA2 on snes, as was said, only runs in zsnes, and even then it won't run without some kind of decryption tables. Even then, from what I heard it's not very good.
SFA1 is CPS2 and it's about 8mb again, but I recall a CPS1 version (a bootleg or something) being around before CPS2 was emulated. I think that rom was around 5 meg, from memory? Maybe not. It's still pushing it and I don't think a MAME port could do the job, because it's not very optimized at all.
SF2/SF2:CE/SF2T are smaller, CPS1 and IMO, quite possible. I also think they had the same resolution as the GP32, which would make it very pretty! You cold also play it on C64 in frodo, but um...don't. Except for a laugh. Guile has epilepsy or does some kind of jig for his win pose! You could try bootleg NES carts or the SMS one, but the NES ones probably won't work (wierd/bad mappers) and the SMS one...urgh. Speaking of, I got a bootleg Game Gear SF2 cart and it's so wrong, not even the names are spelt right! I think guile's name was tile, from memory!
Um...SF1 runs in MAME and was ported to many home machines including C64, Spectrum and Atari ST. But don't bother. None of them were very good, and the arcade one was only cool cos of the speech and the rubber pressure sensitive buttons that broke because people beat the snot out of them.
In the meantime, for SFA games, SFA1 on GBC is your best bet