They’re great, and there are so many retro handhelds out there - all sorts of shapes and sizes and price ranges. You need to do some research to see what you’re interested in, but I’d recommend a cheap one to start (60-100 dollars). I’m using the Anbernic RG34XXSP and am very happy with it.

As for the ROM collections, it really depends on the manufacturer. Some are really good collections, and some are just trash with tons of duplicates or games in many different languages. One thing for sure is that there will be missing ROMs because they don’t want lawsuits. I’ve heard most of them don’t come with popular Nintendo or Pokemon titles, so you’ll need to get them yourself.

Worst case scenario though is that you can just curate your own collection, or download a ready-made collection online and copy it over.