I recommend watching these reviews by Lon.TV. They're the most in depth reviews I've found online and helped me with my decision on which console to buy. The NT is really expensive so if you're not going to be utilizing all of the features I'd probably recommend going with the AVS and getting an Everdrive or Powerpak. I haven't played either of these consoles, though I have an NT on the way and I've read mostly positive reviews about both system. The Retron HD is good for 40 dollars, but it's heavily flawed (input lag, distorted audio, colors are off, etc). The Everdrive and Powerpak are compatible with both the AVS and NT. Not sure about the Retron HD.

Retron HD https://www.youtube.com/watch?v=ETnSjV2YD54&t=7s

RetroUSB AVS https://www.youtube.com/watch?v=40w_BrPiImM&t=848s

Analogue NT Mini https://www.youtube.com/watch?v=_y5XJugZRks

The three clones I mentioned all play NTSC and PAL versions of NES games, though I think the Retron HD has trouble with a few games.

Batteries do die in NES games. I believe they can be replaced but I have't had to do that with any of my games so I'm not sure how to go about it.