I see no one mentioned the PSP. There are homebrew emulators for NES, SNES, GB, GB Color, GB Advance, Nintendo 64, MAME, etc. And yes, there's TV out support, if you really want it (personally I don't see why; it's a PlayStation PORTABLE).
ok, most of those games, if not all, are great.... but, come on! where's my Mark of the Wolves? i need me a portable BUSTAH WOLF-ing. at least make it so i can buy and download it separately from their site or something.