Shopping, I went past the cheap videogames aisle, and saw the MyArcade handhelds and retro consoles were out, and marked down (Xmas season starts in November!). So I grabbed the $17 8-bit Bad Dudes one; there are vastly better ones, with 16-bit or better consoles, but those cost real money.
It's kind of fat, rounded bottom, takes 4 AAA batteries. Screen is bright, but has a very limited angle, seems cut off on the right side in some games that would've used overscan on a CRT, even the main menu loses a few right pixels. When there's a lot of sprites, it flickers, which would've been fine on a CRT with ghosting, but looks bad on an LCD. Sound is loud but tinny and mono in the speaker, just one step up from "beep", but really quite nice multi-channel chiptune on the headphones (yay, 3.5mm jack!). The D-pad and buttons are stiff and maybe not super-responsive, I think once it loosens up a little it'll be pretty good controls. The way to look at it is, this would be unobtainably good for any price in the '80s or '90s, infinitely better than a Nintendo GameBoy Color or Atari Lynx, even if it's a cheesy toy for pocket money today.
The games are all NES or SNES ports and retro-clones. A few are recognizably Data East, others are ridiculous ripoffs and some original games. I don't know where they get these, but they're kind of amazing, if a little trashy. My Scheme Jump & Bump project is about me making these kind of trash games for modern computers.
I easily got to the first boss in Bad Dudes, and then died horribly three times against him. Played some of the other random games, and they mostly work fine. The lack of instructions is killing me, though. Several games make no sense but seem to have more game going on; I can't get keys to drop from mobs in Enchanter, so I can't move on. So I need to do some research.
Here's all the games. If you see something interesting, let me know in comments, otherwise I might be semi-randomly wandering these.