I've been thinking about buying one for a while but there are so many options that get constantly superseded by newer, better devices that I've just put it off for... years.
This may sound dumb, but just figure out what systems you want and get a device that can run them well and don't worry any more.There's always gonna be something newer but current devices really have no issues with a ton of systems and there will never be a reason to upgrade for performance reasons. I got a Miyoo Mini Plus and it's perfect for anything PS1 or below. It's really an endgame device if you don't care about other systems beyond that