I caved in and bought the RetroN 5
Despite it's issues (You can't have more than one game in a slot at a time, and it's very finicky about the game being clean) I enjoy it so far. It actually plays a game my regular NES won't for some reason (Adventures of Tom Sawyer), and I like that I can just plug my other console controllers into it, because the controller that comes with it is crap.
A good investment overall. I just wish it played Sega MS as well.