For my money the Neo Geo Pocket Color is one of the most underrated handheld consoles of all time. It was released in a strange vacuum period where the Game Boy Color series (itself a stop gap measure) was coming to an end and everyone was holding their breath for the Game Boy Advance. Before the GBA hit the scene the NGPC provided the greatest handheld experience out there.
The screen was of much better quality than the GBC and allowed for more vivid colors with a much better gamut. It could also handle much more detailed and color backgrounds which made games like Metal Slug really pop. Sadly sprites were limited to 4 colors (really 3 since the 4th color was transparent) so there was a tendency for characters to look like paper cutouts on top of a much more detailed background image. Control wise the clicky 8 way joystick was an absolute joy to use and made the myriad fighting games released for the platform extremely enjoyable. I'll go so far as to say the NGPC remains the best handheld of all time when it comes to high quality fighting games.
The system is also host to some really underrated gems. Biomotor Unitron and Faselei are probably the two strongest RPG offerings for the system. Faselei in particular is an amazing game that blew anything out for the GBC out of the water. The NGPC also has a weird little first associated with. It was the first non-Sega platform that saw a Sonic game with Sega bringing an extremely solid Sonic The Hedgehog Pocket Adventure to the platform.
Collecting NGPC isn't too hard with both systems and many games relatively available. One of the rarest games is the USA release of Faselei which can be found on Ebay in good condition for around $50 dollars or so (beware, there are lots of Japanese and UK releases). If you just want to play the game the UK release is fine but isn't worth as much collecting wise.
Sadly when the GBA was released with its superior architecture (SNES? On the GO?!) the NGPC was quietly discontinued. But there are those of us who remember, who collect, and enjoy its legacy to this day.