One of these toys did NOT come from McDonalds!
They come from China, they're fun as Hell, and you don't have to eat a McGreasyburger to get one! They go by many names; RG350, LDK, Retro-Mini, Pow Kiddy, etc... These neat little handheld games are popping up all over the Internet lately. The majority of them aren't very high-quality, but they're so cheap, I don't even care! If you grew up in the late 80s /early 90s you'll really appreciate what they can do. It's the equivalent of having every video game system that adorned your bedroom in a little toy that can fit in your pocket. No more Sega vs Nintendo, no more hundred mile trips to Toys R Us just to buy games (we didn't have Wal-Mart back then.) Just a cute little toy with a Tasmanian Devil under the hood. Sure you have to do some research to get the most out of them, but it's totally worth it.
I started off with a Retro-Mini, which is a GameBoy the size of a pack of cards. I soon learned what did and did not work on it (GBA Roms-Nintendo-GameBoy all work.) It became the GameBoy I always wanted as a kid, but Nintendo just didn't make! Since then I fell in nerd-love, and these little Hackeymeal Toys quickly became my favorite new hobby (my apologies to fans of my artwork.)
Many people say I should just hack my Vita and get it over with, but I want to give those developers money while I'm able to show my appreciation for what they've done. So definitely try one of these handhelds out, but support what you really like so companies will make more of the same! (No system is truly dead if someone still makes games for it!)