CEMU

CEMU is a closed-source Wii U emulator for Windows that allows users to play the console's titles on a desktop PC.

Setting up CEMU

Download the latest version of CEMU here. Also grab CEMUHook from here as well for some extra optimizations and features.
Extract the CEMU archive to a folder such as your desktop, and move the CEMUHook archive inside the CEMU folder that was just created, and extract the contents into the root of the CEMU folder. You may now delete the CEMUHook archive.

Right-click on the Cemu.exe file and click Properties. Next, go to the Compatibility tab and enable Disable full-screen optimizations and Run this program as administrator.
Go to Change high DPI settings and enable both checkboxes and set High DPI scaling override to System.

Run the Cemu.exe file and a Getting started window should pop up.
Optionally set your mlc01 path and your game path to a location of your choice, and click Download community graphic packs.
In the next window, make sure to enable Automatically check for updates to keep your CEMU always updated. Click Close.
If you installed CEMUHook properly, a button that says Download now should appear at the bottom of the window along with text that says You are missing 4 out of 4 shared fonts. Make sure to click the Download now button to get the fonts.
Go to Options > Input Settings and configure your input device(s) and key binds.

At the top bar, click File > Install game title, update or DLC, and navigate to your New Super Mario Bros. U dump folder, and select the meta.xml file located in ./meta. If you have an update folder or a DLC folder, repeat the steps for each.

Go to Options > General settings and navigate to the Graphics tab. Inside this tab, change the Graphics API to Vulkan (experimental). If you have any issues with Vulkan, you can change to OpenGL. Set the Graphics Device to your fastest GPU that you have installed on your computer. If you get screen tearing, change the VSync option to Double buffering. Set Upscale filter and Downscale filter both to Bilinear, and set Fullscreen scaling to Keep aspect ratio.
Switch to the Audio tab. Here, change the API to XAudio2. If the audio is choppy, increase the latency to 60ms. Under Gamepad, change Device to Primary Sound Driver, and increase the volume to 50%. You may now close this window.
Click on the Debug tab and under Experimental, enable Async compile (Vulkan). Change the MM Timer Accuracy to 1ms. Finally, make sure to enable Use Cemuhook H264.

The first crash fix simply uses a graphic pack. First make sure you have the latest updated graphic packs by going to the graphic packs menu and select Download latest community graphic packs. Then find New Super Mario Bros. U, then under Workarounds, select Crash Fix.
Alternatively, simply download these files and place them at cemu/mlc01/sys/title/0005001b/10056000/content/. NOTE: On newer versions of cemu some of those folders may need to be created.

To enable graphic packs, right click on New Super Mario Bros. U, and go to Edit graphic packs.
If your PC is capable enough, you may want to improve the graphics of the game. If this is the case, enable Fancy FX, and optionally Resolution. You can increase the resolution to a size of your choice, but be aware that resolutions above 2560x1440 heavily decrease performance.