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I have one (Pi 3 with the Official Case) but I have not used that much.

The general idea is that most retro consoles are emulated very good. From the all in one solutions I prefer Retropie.
As...

If the emulator does not work with .cso files there is a program that converts .cso to .iso.

You mean the PSone game right?
Have you checked IGN:
http://uk.faqs.ign.com/objects/002/002180.html

In fact PSP is 6 years in the market!! However it is said that it is "hard" to create an emulator due to the nature of the system. In its first years some developers had trouble creating games while...

The PC Engine emulator is for an old console called PC Engine (mostly known for Castlevania: Rondo of Blood)

Yoy can play old DOS games in PSP with an emulator but I have not tried it.

This .max saves work only for using them with action replay to upload them to real memory cards.

There is no working emulator except the official one. There are lots of games in the PSN store. You can play back-ups of these games if you have custom firmware.

Check this, you have to patch the game twice:
http://m3wiki.com/index.php/M3_NDS_roms/4401-4450
It is for M3 but the same should work for R4.

If the emulator is running too fast, make sure that the Synchronize option is checked on the Options->Emulator menu and that Sound is on. If sound is off, there will be no synchronization and the...

Tales of Symphonia: Dawn of the new World (Wii)

I personally have have Flash2Advance and M3 Perfect. Both work perfectly with GBA,GBA SP and micro.

Flash2Advance is an old card. Plays everything but a lot of games need to be patched first.
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