I'd say if you want to play the original carts, the intended hardware is always the best option.
I personally love bootlegs/knockoffs and collect them, but don't recommend them for playing official products. The quality will obviously be worse, and they could ruin your official carts, though it's unlikely.
Third-party stuff is iffy, as a lot of these don't emulate the hardware efficiently enough, leading to annoying issues. Here's Phelous' review of the Retron 5 for example:
Ultimately it's up to you, and your budget you're willing to spend on this kind of stuff, as retro-gaming can get pricey, as can a lot of third-party and some bootleg stuff.
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