The Analogue Pocket when it comes out shortly. https://www.analogue.co/pocket/ Game Boy, Game Boy Advance and add-ons for other systems. It will likely be jail broken within the first week to play NES, Genesis, SNES, Mame and other systems. FPGA. No emulation. Another option is a firmware hacked PSP or Vita.
If we're talking best games and retro it's got to be GBA, unless you're allowed to consider the 3DS as retro.