for megaROM files there is a brazillian device called a megaRAM that will allow you to play ROM games using execrom. I have not found any ROM files that do not work with execrom, although some do need a patchfile.
There are also devices like MegaRAM using FlashROM. Just like MegaRAM it requires a tool to write data into it. ROM images might require patching before they can work in it when it uses a different mapper. Some examples are the MegaFlash-ROM, made around several existing type of mappers, and the Padial Flash-G which uses ASCII 8KB and ASCII 16KB mapper.
If you are lucky to have either Konami Snatcher or SD-Snatcher original, you can also use ROMLOAD to load ROM images into it. If you have expanded it to 128 KB you can load (almost) any 1MegaROM into it. You can read more about it in this forumthread.
Thanks for the replies
I've also got a huge disk colllection.
Can I store all my disks on a harddisk or cf-cards connected by a Sunrise IDE interface so that I don't have to load up a different disk everytime?
If that's the case do I need anything else besides the interface and a harddisk/cf-card?
Depending on the software, some of them won't run from HDD. Assuming that you'll use DOS2 on your HDD/CF, while most 'old' games will only run under DOS1. You could try to do something with GETDISK/PUTDISK/START and a program which changes mapper routines so that those 'old' games 'think' they run under DOS1. But I think this goes a little too fast...