About a month ago, a review of the Datafrog SF2000 showed up on my Youtube home page. It is a SNES controller shaped emulator handheld that has screen tearing issues and struggles to run SNES games. Its only redeeming feature is that it runs on an easily replaceable 18650 battery. You could put a more expensive, more energy-dense, battery into the SF2000 but an $8 battery in a $25 device just doesn't make sense to me.
But it showing up led me to look at other device reviews. Conceptually, I knew emulator handhelds existed, but I didn't know they were called retro gaming handhelds and occasional searches on Amazon for 'gaming tablet' or 'android d-pad' never brought up anything I was interested in. Though, I don't know why I never searched 'emulator handheld,' that brings up a bunch of relevant devices, oh well. Also, I never bothered with putting standalone emulators or RetroArena on my phone because I hate touch screen controls. Tactile controls are a hard requirement for a gaming handheld, in my opinion.
After waffling a bit, I decided to get an Anbernic RG353PS that runs on the RK3566 chipset. It was under $100 and I liked its horizontal SNES controller aesthetics better than the RG353VS's cramped looking vertical Gameboy layout. Powkiddy has a couple of cheaper RK3566 devices, as well, but they lack in build quality compared to Anbernic. The RK3566 chipset can emulate up to the PS1 without issue and some N64 with tweaks. I could have spent a bit more and gotten something like a Retroid Pocket 3+ or other Unisoc T618 device if I wanted better N64 performance, but I don't really have any attachment to the N64 as I had a PS1 in that era. Unisoc T618 devices can play some PS2 games, but it is not a good experience out of the box. The AYN Odin and Odin Lite are around the $200 price point, but that was stretching what I was willing to spend on a first device. While they are better at PS2 emulation, you really need to look at handheld pcs like the SteamDeck for hassle-free PS2 emulation, right now.
Of course, the day after I ordered, the Retroid Pocket2S was announced. With its Unisoc T610 it is the most powerful $100 dollar device right now. The T610 is not as good as the T618 but there is no real reason to look at RK3566 devices that are near the $100 price point now. While I'm in no rush to upgrade, I will probably pick up a second device in the future. I'll be looking for something with a larger 5" or 6" screen and a processor that can play PS2 games when I do, though.
I've had the RG353PS for three weeks and I'm really enjoying the device. The build quality is quite solid and it is very comfortable to hold. It is great for picking up and gaming for short periods and for portable gaming. I've played through The Legend of Zelda: A Link to the Past and that game is much shorter when you're not a kid. I did use a guide to find all the heart quarters as I was never able to get them all as a kid. I think the one I was missing was in the shovel game as you have to dig something like 25 spots in the NA version before there is a chance the heart quarter will show up. I've also played Megaman X up to a wide vertical shaft in Sigma's level, but I can't reliably wall dash jump, so I'm stuck there. This is probably a skill rather than control issue, though. I've also gotten a start in Legend of Mana as well. Weird game, sort of end of the story post apocalypse the world doesn't exist until you make it, but I like the crafting/tempering system. I'm also playing some Pokemon Black. The RG353PS doesn't have a touchscreen, but Pokemon Black doesn't require a touch screen and the triggers toggle between the DS screens. Really, a 16:9 screen device would be better for DS games as the secondary screen could be tucked into a corner of the larger display, but a toggle is not annoying so far.
I'd say picking up a retro gaming handheld is worth while. The "Tiny Best Set: GO!" collection of roms is only 93GB and covers a good chunk of console gaming up through the PS1. The curator of that rom set also has the "Retro Roms "Best" Set" that can be used to add a few other systems. It doesn't really cost much space to have a large library of games and remakes of these games are usually terrible. Secret of Mana, Trials of Mana, and Legend of Mana used Denuvo when they came out. Secret of Mana and Trials of Mana are 3D games instead of 16bit sprite. Chrono Cross has freezing issues on PC. Grandia used the smudge tool on the sprites. The original roms don't have these issues and they can't be politically corrected or be given annoying content warnings.
TL/DR: Get a retro gaming handheld. Buttons are better than glass. Play many games in many places. Sail the high seas to find unadulterated history.
A lot of these companies also make "game sticks" that are basically Fire Sticks but for retro games. Plenty of legit companies like Intel make these linux devices that you can configure to behave the same way with Emulation Station + RetroArch, but even these shady pre-configured things are pretty optimized for the gaming experience, are set up ready to go out of the box, and are pretty cheap, especially compared to the work and money to get something like MiSTeR running or even a Raspberry Pi with the false economy of having to also pick up a power supply, sd card, cable adapters, and heatsinking case to keep it from throttling.
I set aside a lot of room personally for real games on real hardware, but that's only because I have the legacy of a lifetime of collecting backing me. I wouldn't advocate anyone get into real hardware given today's costs and availability problems. Getting into, say, SNES and a decent top-25 games collection will easy cost you a grand or more. And you'll still need to have some skills to replace the cart batteries and recap the console when (not if) it starts failing. Hopefully you didn't get someone else's soldering & mod "training" console...
Another neat thing about modern emulation: achievements. Dedicated fans put up memory watches in the emulated system to look for conditions that fire off achievements. Cringe for some, sure, but it's just another way to enjoy your games that simply wasn't there at the time.
Also, not to miss the forest for the trees, but in Mega Man X charge up the Barrel weapon, put the shield around you, and just go straight up. Don't need to alternate between walls, just hold left and jump jump jump.
I still have my old systems, though not set up. It was hard to part with them and at this point I just hold on to them with some vague idea of it being an 'investment.'
Also, you're forgetting the ledges that the flail and shield robots sit on. You can only go straight up so far before you have to switch walls. Walls and ledges that my middle age reflexes can't cross.
Edit: Wow, um, I've been playing Megaman X wrong for decades. The shield popped quickly, but Sting Chameleon's invisibility let me clear that without any trouble. I didn't even have to wall dash jump. I remember that part of the level filtering like +95% of my playthroughs. Stupid kid me had a rule that you save the boss weapon for the boss and I was still playing like that.