As much as I love the retron 5 you want to go Retro-Bit for portable gaming.
Specifically the Retro Duo Portable V2.0.
It plays SNES and NES out of the box. Every game in my collection works with it with the exception of Battletoads (the repelling level crashes). But that's easily skipped with a game genie.
NES music is it's kryptonite. Most of the time it's fine but some games (Kirby's Adventure) sound pretty sad.
It comes with an adapter to plug into your TV and an adapter that let's you use 2 SNES game pads.
You can get a RetroGen adapter for $30 that adds genesis support.
The Super Game Boy works with it.
And retro-bit sells another adapter that provides Game Boy Advance support.
The battery lasts for about 6 hours and is replaceable.
The controls are awesome, responsive, and precise.
The LCD is backlit. Has different intensity levels and looks really good compared to other portables.
The RDP v2 is my second favorite clone system.
But you don't have to take my word for it:
http://www.nintendolife.com/news/2013/05/hardware_review_retro_duo_portable_v20