One of these days I'd like to put together or acquire one of those multi-game arcade boxes. I can promise you that the ability to play Donkey Kong will be one of the first criteria for this project.
Try out MiSTer FPGA. Since I left pretty much all of modern gaming about 3 years ago, this has been the main gaming platform in my house. Next-level stuff, even has a 486 core that can run Doom including Roland Sound Canvas support for best quality music on the classic. I moderate the main discord for MiSTer now and do testing on pretty much all cores on the platform. Donkey kong and its sequels are all there in their original arcade glory as well, with Capcom's CPS1/2 recently making it to MiSTer also.
Github link: https://github.com/MiSTer-devel/Main_MiSTer/wiki
My YT channel, specifically made to share MiSTer gameplay experiences: https://www.youtube.com/c/MiSTerWalrusFPGA
(Organized by system)
In this day and age, don't get some cheap chinese emulation box. The original console/computer/arcade quality (including original latency) is all achievable with a device that costs $180, and it's *well* worth it. Best deal in gaming I've ever encountered, and completely open source. Yes, it's really that good.