It depends what you want to emulate. Most consoles can do PSX and below without any trouble. A lot of devices share the same chipset so that's a big thing to look out for.
If you want to get into things like PS2 and GameCube you are going to have to pay more and likely consider Android.
A console with HDMI out and Bluetooth might be what you are looking for so you can potentially have that desktop experience you are used to.