The Raspberry Pi is already a fantastic retro game machine. However, if you would prefer to have something to play games on the go, Thingiverse user 3Derp shows us how to make your own portable system.
The crux of this build is a 3D printed case, but the rest of the components for insides are all readily available and total up at around $150 including the Raspberry Pi. As you'd expect, the build process is pretty tough looking, but it's not impossible provided you have at least a little experience with soldering. Head over to Thingiverse for the full guide.
Portaberry Pi [Thingiverse]