One of the least expansive yet easily appreciated stand-alone game systems in the casual game vein is the VG Pocket system.
Available at major retailers like Best Buy, Sears and Toy R Us, these handheld systems bundle two- or three dozen games from the 8-bit days of yore into one tidy little package.
Running off 3 AAA batteries, we're talking retro gems like Space Invaders, Burger Time, Bust-a-Move, Frogger, MotoCross Racer, and the like, all looking as ugly as sin by today's standards, but beautiful in the faithfulness to what was beautiful back then. Mind you, 8 bit bleep bleep bloop bloop sounds remain as annoying as ever.
They're all played with a familiar button and D-pad interface with an itty bitty color screen nestled in between. Available as a "Tablet" (25 games, 2 inch screen) or as a "Caplet" (35 games, 2.5 inch screen), both are small enough to fit in your jacket pocket, obviously.
Similarly, there's also a kiddie-centric line of VG Pockets, branded by Disney and renamed the Disney Game It! Personal Arcade System.
Though probably doomed to status as the poor step-child to a Game Boy Advance SP or Nintendo DS, the Disney Game It! Personal Arcade System nevertheless offers some great, low-rent, short-spurt fun in two distinct flavors.
Each of the two models available offer a dozen little 16-bit games - early 90's caliber stuff - mostly derivative in design but injected with trademark Disney sidekick characters doing decidedly Disney-esque things with kid-centric sensibilities in mind.
The "Classic Pals" version has Donald Duck in a tugboat, for example, and Mickey Mouse out surfing, while the "Princess Pals" model has a bounty of "Little Mermaid" and "Cinderella" themed games, all good for an engaging giggle as played on an appropriately lively, 2.5 inch screen.
The Game It! devices can also jack into a television set for big screen play (generic A/V cable sold separately), though they look horrible if you do so. All told, not nearly as much bang-for-your-buck as a Game Boy Advance, much less a Nintendo DS or a real home console, but the Disney Game It! Personal Arcade Systems do have some cachet in that they're each branded with iconic sidekicks and tailored to support a certain this-is-mine, go-get-your-own individuality.