@ranma Yeah, the Pi3 is great for PSX games. There are just two Syphon filter games that were exclusive to PS2 & PSP. The XU4 is easy to set up with RecalBox, but with RetroPie I really had to put many hours into getting it to run. There are a few minor glitches which are going to be addressed with the next RecalBox release.
What the Pi3 does have going for it over the Xu4 is that bluetooth and wifi is included. But still, I am telling you from experience, the XU4 runs PSP and N64 games great. If all you want is PSX, that's fine but it's nice to have access to some of the great PSP games that I have missed out on. Also, it's nice to be able to turn on some of the graphical/resolution enhancements.