Open-source firmware, accessible storage (microSD), and community support. The best retro handhelds let you install custom operating systems, configure emulators per-game, and tweak performance settings without voiding anything.

Budget handhelds ($30 to $60) handle 8-bit and 16-bit systems well. Premium devices ($80 and up) add better screens, analog sticks, and enough power for PS1/N64/PSP. Pick based on which consoles you actually want to play.

Budget devices cover NES, SNES, Game Boy, Genesis, and GBA. Mid-range adds PS1 and some N64. Premium handles PSP, Dreamcast, and some DS. No handheld under $200 runs GameCube or PS2 well. Each product page lists supported systems.