Unless you're fixated on using a Pi specifically, there are much better "all-in-one" options. The Odroid Go Super is fine from what I've heard, but the current most popular lowish-end options are from
Retroid (the Pocket 2S, Pocket 3+, or Pocket Flip depending on your preferred form factor; they're all about equal in what they can emulate). The
Miyoo Mini Plus is also a good option, and
Anbernic has a wide variety of systems that are hit or miss. If you don't like ordering from chink-shit sites that take weeks to ship, you can also sometimes order from Amazon and get free Prime shipping, but expect a markup in price.
You mainly want to think about form factor, power, screen resolution (you don't want "the biggest resolution", you want whatever is closest to a multiple of the resolution of whatever you're trying to emulate, though it doesn't matter as much for 3D games), and operating system (Android and Linux both have their pros and cons, and Linux will often have two or three similar choices of distro).
Retro Game Corps is a well-liked reviewer that I recommend, and he has a website full of tutorials.
Also, as far as Raspberry Pi operating systems go (or other single board computers, RPi is actually a bad choice right now due to its scarcity), Batocera is definitely the best, though RecalBox is fine too.