The US A/V cable will work just fine. I'm almost positive that a TurboGrafx or Genesis 1 adapter will work. I'll double check when I get home. I think I use a TG-16 adapter myself as I got my SFC in a similar manner.
Um, you don't want that controller. Better send it my way so I can properly dispose of it for ya.
But seriously, that's a pretty cool find. It comes from a TV/SFC combo unit (like an SFC shoved into a TV). Not super duper rare, but rare enough to be pretty dang cool IMO.
As far as exclusives go, I can't recall many off the top of my head. I just picked up Mario & Wario and Super Genjin 2 (Suoer Bonk 2) for the SFC. Both are exclusives. Again, I'll look at stuff when I get home and see if there are any others in my collection that are exclusives.
just remembered Bomberman 3, 4, & 5 too.