Don't! I have heard only terrible things about it. It is really just a cheap Chinese knockoff Android handheld with preloaded roms and a Neo Geo emulator on it. You'd be better off buying one of these and building your own low cost home arcade cabinet around it, using MAME. It will still just be emulation, but much closer to the authentic experience.

Or if you really want it portable, just get one of those clip on controllers for your phone. Use Retroarch to emulate, and get roms from sites like emuparadise or coolrom. I recommend the Moga line of controllers, the quality is very good.