I've heard bad reviews on these devices all around. to sum up what everyone is saying....
#1 Poor game selection... The games included are either games you've never heard of, or games that are supposed to be played with the paddle or trackball. There is usually one "real" game with each (pitfall in this case)
#2 Graphical issues.... Many of the games have nasty artifacts floating around the screen towards the edges.
#3 Speed issues...... A few of the games lag, which is ridiculous considering the puny chips used in a 2600. My free cell phone is more powerful than the 2600.
#4 Pirating games/ ported issues..... There are several versions of this device made by different companies. All but one version have illegal or bootleg versions of the games in them. The "official" one has taken out all of the easter eggs from the games and modified them in other ways.
This isn't necessarily MY opinion of them, but it's nearly everyone's who've reviewed them. For what they are they are a cute novelty, but they are no way near the quality of gameplay you can get on a real atari or an atari emulator for that matter. If you have money to burn then buy one to play around with. Otherwise steer clear unless you've seen one in action first.