I got a ROG Ally a week or so ago and thought I would share my initial impressions/findings for anyone who is considering it:
Handles emulation really well even at the 10w silent mode setting.
Display is sharp and audio is great.
I found the RGB lighting gimmicky and turned it off on the second day.
The controller/layout of the device is very comfortable to for gaming. Going back to the Xbox elite controller after using it for a while felt like a slight downgrade.
After playing for several hours, the device can get hot around the vents. However, the areas where you hold the device don't get hot.
Death Stranding (only AAA game I tried) works really well in the 15w mode. Resolution was set to 720p and all other in-game settings maxed out.
Death Stranding works well at 1080p as well with all settings maxed out in 30w mode (i.e., connected to power supply).
Was able to connect to TV via USB hub and play games using the Xbox elite controller.
Was not able to bind Xbox elite controller paddles to keyboard shortcuts when connected via Bluetooth. Paddles can be used to trigger keyboard shortcuts when connected via USB.
Navigating Windows using the built-in controller is difficult but can be done as it can work like a mouse and has a few macro keys. Navigating via the touchscreen is somewhat easier. Navigating windows via the Xbox elite controller is next to impossible.
A phone can be used as a Bluetooth mouse/keyboard to navigate Windows via 3rd party software if required. I usually do this to tinker with Windows when the device is connected to the TV.
Remote desktop is not available in the home version of windows that came along with the device. Teamviewer can be used as an alternative.
The native game launcher (Armoury Crate) is quite buggy (e.g., once in a while it doesn't recognise controller input).
Took a long time to set it up. Certainly not as easy as a Switch or XSX. Still not sure if I have setup things like Radeon RSR correctly. Reminded me why I stopped gaming on Windows in the first place.
Battery life is poor. Max 1.5-2 hrs on Death Stranding. For less taxing games, maybe 3-4 hrs.
Very few options for accessories like cases and docks available in Amazon/Flipkart.
Overall, very impressed by what the little device could achieve.