The zynaddsubfx intro runs you through setting up basic square waves. The parameter for the pulse wave oscillator changes something like the duty cycle. (See Nullsleep for more info.) Pulse wave voices with different duty cycle are easy to differentiate when pulse wave voices with the same duty cycle might not be; in "Deep Sparse" I used two different duty cycles to differentiate the BGM from the main voice.

NES compositions frequently use the third channel (triangle waves) to make a baseline. However, it usually doesn't sound authentic unless you lo-fi it up a bit. The trick is in the Oscillator Editor; after selecting Base Function of Sawtooth, select the wave shaping function of Qnts. I usually use the parameter of -14 or so.

I also like to change the filter parameters to make it filter less, and turn up the volume some so that it's easier to hear.