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Cheap and good mini-PCs for gaming?
(feddit.de)
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I realize you don't want a "big clunky box" but you will make a variety of compromises for a mini-PC.
You can build a PC in a mini-ITX case (about the size of a shoe box) and get significantly better performance.
Otherwise, I have to agree with everyone else here, the SteamDeck is where it's at. It's just a ridiculously good value.
The new Lenovo Legion handheld looks promising also but it's far too new to recommend.