For the longest time I was playing on my PSP Go and it was fantastic! It was modded so I had the option to play any ROM games from any home/portable system before the Playstation 2, as well as all the PSP & PS1 games. (you can imagine the hundred/thousands of games available)
My fondest memories was playing hundreds of hours of Yugioh & FF Crisis Core on the go, but when I came back home I docked my PSP Go and played it on the big screen via Dualschock 3 controller. (That's real cross-play gaming unlike the PS4 with PS Vita)
Currently I'm using the Vita for handhelds and it's not bad, got a number of great games, but still lacked the magic my PSP Go had.