If you have the patience to mess with emulators on the computer, this is maybe a step or two towards the slightly fussy to configure side.

These things are pretty popular, so you should be able to find a bunch of guides specific to the model(s) you are interested in. When I got one ages ago, I like this person's site: https://retrogamecorps.com/

People joke about spending more time configuring and organizing game libraries than actually playing games, which is true to an extent, but once you get things set up it becomes pretty easy to pick up and play.

I have a Retroid Pocket 2. It was a great purchase (about 100 USD or so). But it took a bit of effort to get it running, and I'm sure I still haven't used it to its fullest potential.

I'd still highly recommend it, but if you're hoping for a Game Boy style "play it right out of the box" experience, you might be let down. I had to do a bit of research.

I have a retroid pocket 5. Getting emulators set up is not hard, dreamcast I know you need some bios/system files for but just searching for them + archive.org yields good results. Controls will probably be set up by default. I don't know how well ps2 runs on the pocket 4 (I just literally don't know). I know it works well on the 5 though.

I got the Anbernic GBA SP style handheld and it worked straight out of the box. I put a different OS on another SD card and just moved the game library across and that worked fine too.

They generally just work but may require tinkering for more intricate things or systems that might require BIOS files. The updated OS on mine has Portmaster, which runs ports of a bunch of games instead of emulating them. The tinkering is generally copying Steam directory files across from your computer to your SD card. It's a great way to get more out of your handheld because you don't have the overhead of emulation involved. Like you could play Vice City through Portmaster instead of needing a handheld powerful enough to run PS2 emulation in a stable state.

Not a Retroid specifically, but I do have a little experience with other SBC devices. Easiest way to set it up imo is through pre-made images downloaded from this site: https://www.arcadepunks.com/

I don't see anything specifically made for Retroid, but you can really just find any image that looks good and transfer the roms over. Also once you get the roms set up, there are some other useful sites like screenscraper.fr (to automatically scrape info, covers, etc.) and then retroachievements.org to add achievements to emulated games.

I got the Anbernic RG40XX H.

It's my first emulator. It can play PS1 and others but I haven't experimented with the N64, etc. yet. It works really well for what it is and especially for the price. It came with a cheapo SD card with a bunch of roms, for which I'm really grateful, but I'm planning on getting a couple of others to switch OS and upload a collection I found. Anyway, so far it's fun and I'd recommend checking them out for their higher tier stuff.