In the article Capitalism - The Cancer that eats everything, I've mentioned video games as one of the things ruined by capitalism. I did not mention all the issues there since that would take a book; needless to say, gaming is truly in a terrbile state these days. All is not lost, however - in this article you will learn how to completely immunize yourself to the decline of gaming - and for cheap, too.
The first thing to realize is that you don't have to follow the newest shiny thing - that's a capitalist trap. There are enough games already available that you can completely ignore the crap being spewed out now. The question is - what to play them on? PC is of course always an option, and it will cost you nothing (since you already have one). To find games, you can try GOG.com which contains a
curated selection of classics modified to work hassle-free on the newest operating systems. GOG makes sure that you actually own the game you purchase, so one significant modern gaming disease is already handled. Of course, the money you pay for these games will often go to people who had nothing to do with their creation, so you can find them in the sea as well.
Really though, a better way to play games is on handhelds, since you can take them with you anywhere. The cheapest viable options are getting a used Nintendo DS or the PlayStation Portable. When I was younger I only had a DS Lite, but now I realize that the PSP has a much better design. The screen is about 50% wider than the DS's, the control pad is much more comfortable to press, L and R buttons are bigger; but most importantly, it is much more sturdy. I've had a (new) DS Lite break because it fell from 30 or so centimeters, while my used PSP fell from more than a meter and nothing whatsoever happened to it. But the DS is also a worthy purchase since both of these platforms have good libraries. Read my Short game reviews article to get an idea of the titles which are worth checking out.
To play the games, you could either spend a fortune on legitimate copies, or find them in the sea. To do the latter on the PSP, you will need a Memory Stick Pro Duo, which allows your device to read a Micro SD card, and an adapter like this to connect it to the computer. Then use this guide to put custom firmware on your PSP, which will allow you to actually run the games. Don't worry, it is very fast and easy - any PSP model or software version is supported. Now put the games you want to play in the Micro SD card's ISO folder, and have fun!
For the DS the situation is even easier. No need to hack it; just get a R4 card like this, which will, again, read a Micro SD card with all the games in it. Okay, so we've got the cheaper options covered. Not to say that they are somehow inferior - in fact, many of their games avoid the modern issues, since they got made so long ago. But what if you want to expand your horizons?
Nintendo 3DS and PS Vita are the sequels to the DS and PSP, respectively. The 3DS adds, of course, a 3D view for some games (which really isn't all that great) and a circle pad, while the Vita adds a touchscreen (which the old DS already had). The more important thing is, of course, the inclusion of new games. Even though these devices were made after the decline of gaming (which I put somewhere between 2007 and 2010), there are still many titles worth playing - including sequels to some DS and PSP classics. The 3DS keeps the frail design of its predecessor - the circle pad has a habit of falling out, for example; while the Vita is sturdy as expected. Keep in mind that even though they don't come close to the issues of PC gaming, these devices do introduce some modern gaming diseases, such as DLC (Amibos!), microtransactions, more casualization, etc. So stick with the DS and PSP if you want a "pure" experience.
It requires much more effort to prepare these handhelds for playing. To hack a Vita, you need to find one with software 3.68 or lesser. Some people say you should get 3.65 or lesser since it allows a permanent hack, but it doesn't really matter. Buy used and make sure it has the correct version (most people update to the newest one). It's better to get the Slim model since it does not require a Sony memory card for modification - but if you can find the old model with an official card included, that's also fine. Then proceed along this guide. Warning: this is way longer than the PSP hack, so be ready to spend some time. You might also need a computer with Windows installed (I wasn't able to do this with QCMA on Linux). There are many ways to install games on the Vita. You can put VPK backups in the Vita's app folder and install them through VitaShell, or use MaiDumpTool (which will take half the space), but with those you won't be able to update the games through LiveArea. The best option is to use PKGj since it supports downloading through WiFi, though it's kind of slow. Since the official Sony memory cards are very expensive (64GB costs as much as the Vita itself - thanks, capitalism!), you should probably get an SD2Vita adapter to be able to use a regular Micro SD card. I am using the official ones since the Vita I bought used had them included and for good price, so I have no idea about the adapter, but this guide looks reliable. You might also want to get the Save Manager to transfer saves from, say, VPK backups to games installed through PKGj.
The 3DS hacking process is much more convoluted - but at least it works on all versions. First, follow this guide and then move on to this one. Problems are bound to happen so prepare for some (or a lot of) frustration. A hassle-free alternative is to buy a Sky3DS card, but it is expensive. Their site says there is no danger of bricking the console, on the other hand, there apparently is with the hacking process (as they admit). However, the hack is completely free - you only need the SD card that came with your 3DS. You can also play all the DS games on the 3DS with a R4 Gold card, so you don't need a regular DS if you intend to get a 3DS.