The ROG Xbox Ally is the easiest “buy it right now” budget Windows handheld, and it’s usually on sale under $500. I like it because I can play basically any PC game without worrying about Linux anti-cheat issues, and the Xbox full-screen mode keeps things more console-like. Also, the speakers on this thing are genuinely next level for a handheld.
Pros
+Windows compatibility means you can play (almost) any PC game, including anti-cheat titles
+Xbox full-screen mode feels more streamlined than normal Windows desktop
+Excellent built-in speakers with a strong soundstage
+Often discounted well below the $599 retail price
Cons
-No VRR on the 7-inch 1080p 120Hz display
-Screen brightness and color pop are weaker than Steam Deck OLED and Legion Go S
-Less efficient than SteamOS devices for battery and sleep behavior
-Back buttons feel oddly placed compared to other handhelds