I'd like to add two things not put forward about that ATGames turd. The big one is that it refuses to save games. If you use a real cart, or you use a ROM on a SD card for the handheld, it will not write a save to the game pak (or SD card), but it will read an existing save. Forget playing Phantasy Star games unless you just want to leave it on permanently until finished. Also some notable games will not run at all due to bugs in their emulator, a big on being Contra where stage one background won't scroll so you can't see walls/holes -- you're screwed. That aside, it's not shitty, but it's also not great. I've owned their latest (MK branded) handheld and the old original in black/orange that added the SD cart -- if you can get it for like $30 or less go for it, otherwise don't. That saving problem is why Sonic1-2 and Knuckles (4) is there and not 3 as 3 saves.
The best licensed atgames sega product is their closed SMS/GG handheld, it plays and looks accurate, has 30 games between the two systems and is very worth the price. It also runs off a set of AAAs, the Gen one uses a off the rack mobile phone battery if that matters to anyone.