As mentioned, Minisforum and Beelink make great APU-based Ryzen systems which are going to give a great bang-for-buck. Get them from Amazon vs their dedicated website as some folks have had shipping delqys with the OEM website. ETA Prime does great reviews on YouTube of these boxes and shows what the FPS is like on some current, a few years old, and retro games for each one.
If you want the smallest possible system, with room for one the smaller form factor discrete graphics cards I’d say the NUC 9 Extreme works very well. I have a GTX 1650 in it and it is perfectly fine.
Steam Deck with a usb c dock is also a great option.