What controls you need depend on the game. For N64 games, you need a classic controller or a GC controller beacause the wiimote does not have enough buttons. Every VC game works with the classic controller and GC controller though. Wiiware games are all different. When you download a game, it will always list all the compatable controlers.
And yes, you can move/save/copy VC games to an SD card, but even on an SD card, they will only play on the wii they were downloaded on. The SD card is only for extra storage, not for taking VC games to your friend's house.
Not every VC game works with the classic and GC controller. SNES Super Mario Word requires a classic to play and the Cube controller doesn't works.
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