As emrextreme pointed out, finding one of those consoles with Metroid built-in is highly unlikely. And since they are unpopular, finding comprehensive lists for them before purchase is damn near impossible.
The cheapest 8 bit handhelds I could find were only about $10 cheaper than the one linked earlier. And that one lets you choose the games you want, so Metroid is guaranteed. Not only that, but it will still have use once you have finished Metroid.