I got a Supergrafx sans power adaptor as well, a long time ago. It has the same size power plug as the Super CD-ROM unit, but the polarity is reversed. If you have a SCD-ROM unit and want to power your SGX with it, you could open up your SGX and reverse the polarity of the power plug like I did.
Of course it means you can't run CD and SGX games at the same time, but it saves on the time spent hunting down a power adaptor.