Today I have taken receipt of a PSP 1003.
Although not very retro (They are discontinued though) it has the capability of running many emulators.
Hopefully, I will be able to stuff its memory with emulators and roms for a truly mobile retro gaming experience.
UPDATE: 12/07/2016 – I have Amiga, Atari ST, NES, C64, Sega emulators all running on this now. Ahhh the memories.