If you are not looking to play online (and I'm not 100% sure that it's not possible), but would like an inexpensive way to to play solo (or perhaps with 2-4 players) this might be the little machine for you.
I put together a Raspberry Pi Zero W, a microSD card, a micro USB hub, and a micro HDMI adapter - loaded up Retropie, and was able to play all of my NES/SNES/Genesis titles on my big screen TV.
You probably already own a microSD card, (something as small as 2GB would work fine) - it's going to be your "drive" and will house the OS/programs/roms. You probably also have a USB keyboard, and a USB controller. If this is all true, the Raspberry Pi Zero W is a $10 component, the hub actually cost me more.
This whole rig is not going to compete with your PC gaming rig, but as a dedicated retro solution you can't beat the price or footprint (The Pi Zero W is about the size of a 4 port USB hub).
If you have any questions about it, I might recommend you watch this Youtube video.
The Raspberry Pi Zero W, includes wifi and bluetooth which both allow for wireless transfer of roms from your computer. If you wanted to really strip it down, the Raspberry Pi Zero is a $5 board and would do the same job. Really cool little boards.