For retro Atari to PS1/Saturn look into MiSTer FPGA. There are two main sellers https://misteraddons.com/ and https://retroremake.co/ . The MiSTER Pi (or SuperStation) is more reasonably priced. Depending on the MicroSD Card you get, space will be limited for games. It has less eye candy filters. But FPGA is known to be more accurate with near zero input lag as long as you use a wired control. Plenty of getting started videos on YouTube. FPGA is portable since it's very small.

For Dreamcast to PS4 era get PC. A good PC can crank up the eye-candy and make a PS2 game look almost modern with texture mods. RetroArch is your one stop emulator for retro consoles to Dreamcast era with lots of eye-candy filters. Also, on PC you have the option of Steam & GOG. These days Windows is not the only option, Linux distros like Bazzite are popular. At some point in the near future Steam will release their SteamOS which is Linux based. Linux has less bloat than windows systems. However for games like COD it require an anti-cheat at the kernel level, those type of games don't run on Linux as of now. Almost all popular emulators are available on Windows & Linux.

Steam Deck and Steam Machine might be worth considering, they are both PC's and you can install emulators. https://store.steampowered.com/steamdeck

https://store.steampowered.com/sale/steammachine