There's no handheld that plays PS2, there are not emulators for it outside a PC.
For dreamcast and psp you probably need one of the newest Android handhelds (like GPD G5, JXD S7800, nVidia Shield, etc).
For the rest almost any Android device from last year can run them at a good speed. Ignoring N64 and PS1 too, the GCW Zero has emulators for everything.
For the "etc" part on your list... You sould be clearer, you can run almost any console that's considered "retro", you can run DOS games, you can play NDS on some consoles, but you can't play Gamecube or 3DS or PSVita games on any of them.