Allow me:
1. Batteries. You will need rechargables. Eneloops are good, and they last about 4 hours with 6 of them. Regular batteries are the same.
2. Screen. The screen is quite dated, and the pixel density is quite low. If you play on a normal screen, the difference is marked. To this end, some games are quite hard to play (or at least I find them harder to play on the GT). And they don't look as good.
3. Capacitors. If the caps haven't been replaced, they will need to be at some point. People offer this service for £25, so it's not so bad, but with batteries and cap change, it bumps the price up.
4. Size. It's not pocket sized, so it's a "if you have a bag with you" deal. Like holidays, or every day for me.
However, you DO get to play PCE games wherever you are. That's amazing.