"These are the handhelds I currently own.

OLED Nintendo Switch: I bought it for Zelda. And a girl..

OLED Steam Deck (White Edition): It's nearly perfect. But it is too large for traditional handheld use. It's essentially a laptop in a different form factor. One that is arguably easier to use depending on your specific use case. The full analog sticks are very nice. None of the other devices pictured have full analog sticks.

Ayaneo Air 1S: This is a niche product inside of a niche. It costs more than a 1TB Steam Deck, it has less battery life due to smaller form factor. It's still decent. I believe it s 38Wh battery, so when it's drawing its full system amperage of around 30W. You're only gonna get around 1 hour of gameplay. Which is fine, but it's less than you want in a handheld. Plus it gets warm to the touch. It does run Windows 11 out of the box, so it's easier to recommend as a desktop mini PC that is also a handheld. It's just as capable as the Steam Deck, if not more. Otherwise I simply can't recommend it unless you have money to burn or having small form factor is your highest priority.

~And Windows 11 is not handheld ready.

Retroid Pocket 5: This is also a nearly perfect handheld. Not overpowered so it's not generating too much heat. The D-pad is excellent and placed appropriately for retro titles, and games that are more appropriate for this type of lower powered machine. JRPGs and platformers, for instance. However, I don't recommend it overall unless you're looking to play emulators or anything natively on Android. As the device is a hassle to get Steam running. You can do it. But it requires either emulating Windows or a workaround using Gamehub to launch the Steam exe. Big picture mode runs terrible, but the game's themselves run as intended—provided you're being realistic with your expectations. Although, at this time I only tested Hollow Knight. It ran 720@60FPS — I'm certain it would drop in more demanding areas or over lots of action. But it'd be playable still. I would estimate it'd stay above 40FPS.

Either way, it's not easy to get Steam running it out of the box. If your use case is different than mine, it's a fantastic product. Worth experimenting with if you've got extra cash. I'm just a crazy handheld/Mini-PC enthusiast."