I don't think that it is a good idea
Nintendo has their for transferring data and playing against each other sparked by tamogotchi thinking on terms of pokemon etc.
PSP is one that you can watch movies on it (hating the fact that they are expensive and might well be better with a portable dvd player with screen)
xbox portable would have to be better and bader and something which no one has done. Plus games tend to be dumb down to fit into the Cartilage(spl games boxes

). Take oddworld adventures for gba. Personally I thought it lost all feeling to it as you were playing on the ps or pc.