I figured I should share a nice little discovery I made. From checking out developer Westone's web site, I found myself on the PlayStation 2 Sega Ages 2500 Series site, and while each release originally had its own unique web site, starting with Vol. 20 they got a standardized format with similar content on each. If you click on those games and then on the rightmost orange rectangle, which reads "Extra" in Japanese, you can find a large assortment of wallpapers. They're official, using classic art, and are very polished looking; you can't ask for better.
I'm especially in love with all of the Wonder Boy/Monster World wallpapers, but there's also Panzer Dragoon, Phantasy Star, Fantasy Zone, Gunstar Heroes, Space Harrier, and many more. Even Hitler and Stalin's ugly mugs for Advanced Daisenryaku, haha.
http://ages.sega.jp/onsale.html
Enjoy!