Personally, if I ever come into the means to do it, I'm going to build my dream gaming room. Picture this: The biggest goddamned tv/pc monitor I can get my hands on, surround sound, every *** home console known to man going as far back as the infamous brown Pong box, a pinball machine, a home arcade cabinet, a custom-built top of the line pc tower. Plus, I'd intentionally track down the following handhelds: A PSVita, a working PSP that uses the UMDs, an original Game Boy, a Game Gear, an Atari Lynx, a NeoGeo Pocket Color, and a goddamned WonderSwan.
Couple points, mainly being that you can't play most consoles on a newer TV with any kind of quality, unless you get them modded, or there is basically an adapter that will upscale but it's expensive.
I have the bold, also have a Sega Nomad, I still want a MAME cabinet though, it's on my to-do list.