Nice scaled down version of the Sony Playstation with it's own built in 5 inch LCD screen. Works with all Playstation games and looks pretty good too. I've been thinking of getting one of these as soon as they go on clearance (as of this writing they are still about $100 at my local toy store, when they hit $60 I'll get one.) Not technically a portable as you still have to plug it into a wall, but you can get a 3rd party battery pack so I guess it counts.
