I've recently received the Sega Genesis HD flashback and I have to be honest, this was a great mini console. I liked it more than the SNES classic. I've seen this review and it is the closes to my opinion.
https://www.youtube.com/watch?v=qCjUDpTUsvg
I never played phantasy star 4, but just started and it's pretty good so far. Although, I need to stop and play the first three first.