I have the RG351MP, it's pretty nice. Solid aluminum too, so it doesn't feel cheap, but not really ergonomic for long hours of play. That's fine though, because this is the kind of device you carry around in your pocket for a short session during your commute, breaks etc. There's quite a few choices of opensource firmware that you can load onto here, and most of them have this cool app called "portmaster", which consists of native games ported over from other platforms - such as Prince of Persia (DOS), 3D Space Cadet Pinball (XP) etc, and they run really well.

My main issue with the 351MP is that although it claims to be able to emulate the Dreamcast and N64, it actually struggles with most games from those two consoles. Most notably, I wanted to play Rogue Squadron II (Dreamcast) on it and it was unplayable, the specs were too weak for it unfortunately. Which broke my heart, and I quickly lost interest in the device. I wanted a device that could comfortably emulate all consoles upto the Dreamcast, and the 351MP can only realistically handle upto the PS1.

I started looking for alternatives, and found similar drawbacks with most of these devices, none of them were capable enough to comfortably emulate the Dreamcast - unless I bought a pricey high-end device like the Aya Neo or the Steam Deck or something.

And then I realized, I could just get myself a cheap Android device from eBay (like with a bad ESN or some other non-impairing fault), pair it with a telescopic controller, and it'd be way cheaper + have better specs. So I did just that, got myself a cheap OnePlus 9 with a bad ESN for only $150 (SD 888, 8GB RAM), paired it with a Gamesir X2, loaded Dolphin emulator on it - and I was finally able to play Rogue Squadron II in all its glory - even managed to get an HD texture pack for it and it was glorious.

Eventually, I got myself a Galaxy Fold 4 as my main phone, so I didn't need the OP9 any more - my Fold 4 had better specs, plus the large 4:3-ish screen made it perfect for playing those old games.

As for my old RG351MP, it's still lying around, but I think I might sell it. The only advantage it has against my current setup is portability, but since I carry my Fold 4 everywhere, it's not really that big of an issue. Sure, I can't carry my controller everywhere either, but I'm not that desperate to want to be able to game everywhere and all the time (with physical controls).

TL;DR: Before buying a handheld, consider whether you really need that portability + physical controls, if you don't need it everywhere, then your phone (+ controller) could do a better job than most of these.