Portable Gaming has been a hobby of mine since I was a kid in the 80's. Through a trade, I acquired a battery operated Galaga hand-held. It was a miniature replica of an arcade machine with two joysticks and it would let two players play - one at a time or head to head. We had a few other handheld games but until we got the Gameboy in '91, they were mostly the little disposable games.
Over the next few years, again, through trades with friends I acquired two more gameboys, many games, and was proud to see by college, I had amassed several dozen games. My brother still has one of these and many of the games.
There were a few other systems that were impressive, but failed to take off or gain popularity like the Gameboy. I had, at one time, almost picked up a Sega Game Gear. But with subsequent systems, I did buy the Gameboy Color and Gameboy Advanced. Am even proud to say I picked up the Famicon Anniversary Edition GBA SP - and still own both the GBA and SP.
I picked up a PSP 2000 Series in 2008. And it was an impressive system. Gaming was top notch as was its MP3 and video playback capabilities. The only problem I really had with the PSP was (1) the glossy, surface (2) the crummy wifi, and (3) the storage updates were very slow to being updated - there is really no reason for Sony to not implement firmware updates to give users the maximum storage options for the Memory Stick media - at the time I was limited to 8GB while the maximum size of the media format was 32GB.
I also really did not care for the fact that the UMD never really took off as a media format. Not that it was ultimately needed, but as one of the selling points of the system, Sony failed to push the format. I really wanted to get on board with this format. Although, now its become somewhat of a moot point.
Most bluerays now come with the digital copy option which will allow you to watch on a portable device. Amazon, my preferred movie site also gives you this option. You simply have to have adequate storage for the files.