Sorry to chime in late, but Greenween -- if you're looking for a handheld that will play MAME ROMs, I can personally recommend the GPD-XD. I don't remember if I mentioned that thing to you, but I recently got one. It's basically a small Android tablet with a clamshell-style closure. Top part is the screen (it's a touch screen), and the bottom part is basically a modern-style game controller -- two analog-style joysticks (perhaps *actual* analog, but I don't know), a D-pad, A/B/X/Y buttons, and a few other thingies. Allows you to use microSD storage.
If you're *only* looking to emulate MAME, this thing might be a bit more than what you're willing to spend. I traditionally get myself an "expensive" Christmas present (this was a LOT cheaper -- about 90% cheaper! -- than the laptop I bought myself last year!) every year, and the GPD-XD was it. But so far I'm really digging it. I use MAME4Droid, and it works really well with very, very little configuration. (Happy to say that both Robotron and Crazy Climber work well with the two analog sticks!) I also invested a few bucks into Nostalgia.NES, which so far has been flawlessly playing Legend of Zelda. (The *machine* has been successfully playing it; I, however, suck at it and am not successfully playing it!)
Basically I got this thing because I had the RetroDuo Portable, which is a handheld SNES clone that can also play NES and Sega Genesis with the proper adapters, but I wanted something that could emulate a lot more but without being a laptop...so far, I'm pretty durned happy with it!