The first step is the type of console you want. You can choose from a variety of gaming consoles. However, the main game systems that will make your life easier would be the Atari 2600, Nintendo Entertainment System and the Super Nintendo Entertainment System. However, if you want to have a harder system, go for Playstation One, Nintendo 64 or Dreamcast.
If you are not really an expert with electronics, it’s better to use the Nintendo Entertainment System.
Now that you have made up your mind, order stuff online via eBay or any way you live. For a portable NES, you will be needing an NES, a screen, battery back and a controller. However, in order for these things to connect, you will also need to buy one Dremel, acrylic or aluminium case and lots and lots of wires.
Most people prefer the PSone Screen as it is cheaper compared to the others, has a nice size and does not require any modification. However, make sure that you get a round-shaped screen as its quality is better than the squared ones. Make sure that the batteries you have are of 7.5 v. And if you don’t want a PSone Screen, you can also go for Hipgear, AEIComp Screens or the DealExtreme Screens.
Before buying batteries, you need to make up your mind as to which kind you want with the main ones being the NiMH and the Li-ion. Buy NiMH as installing them would be less complicated. However, they are heavy and big.
The wires that you buy should not be thin as they will not pass enough current. IDE cables are good but using a 20AWG is always better.
When have assembled everything, make sure to give it a test and if the screen is working, you are good to go doing things properly.